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extendeddiscountcurve.hpp File Reference

discount factor structure with detailed compound-forward calculation More...

#include <ql/termstructures/yield/discountcurve.hpp>
#include <map>
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Classes

class  QuantLib::ExtendedDiscountCurve
 Term structure based on loglinear interpolation of discount factors. More...

Namespaces

namespace  QuantLib

Detailed Description

discount factor structure with detailed compound-forward calculation

Definition in file extendeddiscountcurve.hpp.


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