linearInstrument.hpp File Reference

File contains definition of linear instruments interface. More...

#include <marketData/interestRateCurves/irCurve.hpp>
#include <instruments/CashFlowVector.hpp>
#include <instruments/FixedCashFlow.hpp>
#include <instruments/FloatingCashFlow.hpp>

Go to the source code of this file.

Classes
class	julian::LinearInstrument
	Class is an abstract class expressing the concept of linear instruments like deposits, FRAs, futures, fxForwards and swaps. More...

Detailed Description

File contains definition of linear instruments interface.