ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp File Reference

Piecewise-zero-spreaded term structure. More...

#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/quote.hpp>
#include <vector>
Include dependency graph for piecewisezerospreadedtermstructure.hpp:

Classes

class  PiecewiseZeroSpreadedTermStructure
 Term structure with an added vector of spreads on the zero-yield rate. More...

Detailed Description

Piecewise-zero-spreaded term structure.