curveBuildingBlock.hpp File Reference

File containing definition of interest rates curve building block. More...

#include <string>
#include <instruments/CashFlowVector.hpp>
#include <marketData/interestRateCurves/irCurve.hpp>
#include <marketData/interestRateCurves/InterpolatedCurve.hpp>
#include <utility>

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Classes
class	julian::ir::BuildingBlock
	Building Block is a class that defines the interface for benchmark instruments used for estimating interest rate curve. More...

Detailed Description

File containing definition of interest rates curve building block.