ExtendedDiscountCurve (3) Linux Manual Page

ql/legacy/termstructures/extendeddiscountcurve.hpp – discount factor structure with detailed compound-forward calculation

Synopsis

#include <ql/termstructures/yield/discountcurve.hpp>
#include <map>

Classes

class ExtendedDiscountCurve
Term structure based on loglinear interpolation of discount factors.

Detailed Description

discount factor structure with detailed compound-forward calculation

Author

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