wrapper for default curves, adding (index) reference data More...
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendars/weekendsonly.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/time/daycounters/actual360.hpp>
Classes | |
class | CreditCurve |
struct | CreditCurve::RefData |
wrapper for default curves, adding (index) reference data