interpolated discount term structure More...
#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <boost/make_shared.hpp>
Classes | |
class | InterpolatedDiscountCurve2 |
InterpolatedDiscountCurve2 as in QuantLib, but with floating discount quotes and floating reference date. More... | |
interpolated discount term structure