interestrateindex (3) - Linux Manuals

interestrateindex: base class for interest rate indexes

NAME

ql/indexes/interestrateindex.hpp - base class for interest rate indexes

SYNOPSIS

#include <ql/index.hpp>
#include <ql/time/calendar.hpp>
#include <ql/currency.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>
#include <ql/handle.hpp>

Classes

class InterestRateIndex
base class for interest rate indexes

Detailed Description

base class for interest rate indexes

Author

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