ql/TermStructures/zerospreadedtermstructure.hpp File Reference
Detailed Description
Zero spreaded term structure.
#include <ql/TermStructures/zeroyieldstructure.hpp>
#include <ql/quote.hpp>
Include dependency graph for zerospreadedtermstructure.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | ZeroSpreadedTermStructure |
| Term structure with an added spread on the zero yield rate. More... | |