piecewisezerospreadedtermstructure (3) - Linux Manuals

piecewisezerospreadedtermstructure: Piecewise-zero-spreaded term structure.

NAME

ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp - Piecewise-zero-spreaded term structure.

SYNOPSIS

#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/quote.hpp>
#include <vector>

Classes

class PiecewiseZeroSpreadedTermStructure
Term structure with an added vector of spreads on the zero-yield rate.

Detailed Description

Piecewise-zero-spreaded term structure.

Author

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