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Sourcecode: quantlib version File versions  Download package

interestrate.hpp File Reference


Detailed Description

Instrument rate class.

Definition in file interestrate.hpp.

#include <ql/types.hpp>
#include <ql/daycounter.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::InterestRate
 Concrete interest rate class. More...

Enumerations

enum  Compounding { QuantLib::Simple = 0, QuantLib::Compounded = 1, QuantLib::Continuous = 2, QuantLib::SimpleThenCompounded }
 Interest rate coumpounding rule.


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