base class for annuity mapping functions used in TSR models More...
#include <ql/instruments/vanillaswap.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>
Classes | |
class | AnnuityMapping |
class | AnnuityMappingBuilder |
base class for annuity mapping functions used in TSR models