termstructure (3) - Linux Man Pages

termstructure: base class for term structures

NAME

ql/termstructure.hpp - base class for term structures

SYNOPSIS


#include <ql/time/calendar.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/settings.hpp>
#include <ql/handle.hpp>
#include <ql/math/interpolations/extrapolation.hpp>
#include <ql/utilities/null.hpp>

Classes


class TermStructure
Basic term-structure functionality.

Detailed Description

base class for term structures

Author

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