term structure provided yield curve shifted by bond spread More...
#include <ql/termstructures/yieldtermstructure.hpp>
#include <boost/accumulators/accumulators.hpp>
#include <boost/accumulators/statistics/mean.hpp>
#include <boost/accumulators/statistics/stats.hpp>
Classes | |
class | BondYieldShiftedCurveTermStructure |
term structure provided yield curve shifted by bond spread