creditcurve.hpp File Reference

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

Detailed Description

wrapper for default curves, adding (index) reference data