pricetermstructure.hpp File Reference

Term structure of prices. More...

#include <ql/currency.hpp>
#include <ql/math/comparison.hpp>
#include <ql/quote.hpp>
#include <ql/termstructure.hpp>

Classes
class	PriceTermStructure
	Price term structure. More...
class	DerivedPriceQuote
	Helper class so that the spot price can be pulled from the price curve each time the spot price is requested. More...

Detailed Description

Term structure of prices.