interpolateddiscountcurve2.hpp File Reference

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...

Detailed Description

interpolated discount term structure