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extendeddiscountcurve.hpp File Reference

Detailed Description

discount factor structure with detailed compound-forward calculation

Definition in file extendeddiscountcurve.hpp.

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

Go to the source code of this file.


namespace  QuantLib


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

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