piecewiseforwardspreadedtermstructure.hpp File Reference

Piecewise-forward-spreaded term structure. More...

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/yield/forwardstructure.hpp>
#include <utility>
#include <vector>

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Classes
class	InterpolatedPiecewiseForwardSpreadedTermStructure< Interpolator >
	Term structure with an added vector of spreads on the instantaneous forward rate. More...

Namespaces
namespace	QuantLib

Detailed Description

Piecewise-forward-spreaded term structure.

Definition in file piecewiseforwardspreadedtermstructure.hpp.