TermStructure (3) Linux Manual Page

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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