ql/legacy/termstructures/compoundforward.hpp File Reference


Detailed Description

compounded forward term structure

#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/legacy/termstructures/extendeddiscountcurve.hpp>

Include dependency graph for compoundforward.hpp:


Namespaces

namespace  QuantLib

Classes

class  CompoundForward
 compound-forward structure More...