curveSettings.hpp File Reference

File contains definition of structure holding settings of ir::InterpolatedCurve. More...

#include <utils/smartPointer.hpp>
#include <dates/date.hpp>
#include <dates/calendars/calendar.hpp>
#include <interestRates/interestRate.hpp>
#include <marketData/interestRateCurves/interpolators/irCurveInterpolator.hpp>
#include <marketData/interestRateCurves/interpolators/irCurveExtrapolator.hpp>

Go to the source code of this file.

Classes
struct	julian::ir::CurveSettings
	Structure holding settings of ir::InterpolatedCurve. More...

Detailed Description

File contains definition of structure holding settings of ir::InterpolatedCurve.