interpolatedCurve.hpp File Reference

File contains definition of swap interpolated curve class. More...

#include <dates/_all_dates.hpp>
#include <vector>
#include <interestRates/interestRate.hpp>
#include <marketData/interestRateCurves/interpolators/irCurveInterpolator.hpp>
#include <marketData/interestRateCurves/interpolators/irCurveExtrapolator.hpp>
#include <marketData/interestRateCurves/curveSettings.hpp>
#include <marketData/interestRateCurves/irCurve.hpp>
#include <iostream>
#include <utils/smartPointer.hpp>
#include <utils/utils.hpp>

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Classes
class	julian::ir::InterpolatedCurve
	The object models the interest rate curve. More...

Detailed Description

File contains definition of swap interpolated curve class.