Reference manual - version qle_version
yield term structure given as a yield ts plus weighted sum of default term structures More...
#include <ql/termstructures/defaulttermstructure.hpp>#include <ql/termstructures/yieldtermstructure.hpp>Classes | |
| class | YieldPlusDefaultYieldTermStructure |
| yield plus default yield term structure More... | |
yield term structure given as a yield ts plus weighted sum of default term structures