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Reference manual - version qle_version
Classes
spreadedpricetermstructure.hpp File Reference

Spreaded Term structure of prices. More...

#include <qle/termstructures/pricetermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/patterns/lazyobject.hpp>

Classes

class  SpreadedPriceTermStructure
 Spreaded Price term structure. More...
 

Detailed Description

Spreaded Term structure of prices.