spreadeddiscountcurve.hpp File Reference

spreaded discount term structure More...

#include <ql/math/interpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <boost/make_shared.hpp>

Classes
class	SpreadedDiscountCurve

Detailed Description

spreaded discount term structure