interpolationInput.hpp File Reference

File contains interface of method that provides inputs to interpolation. More...

#include <vector>
#include <algorithm>
#include <dates/_all_dates.hpp>
#include <interestRates/interestRate.hpp>

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Classes

class  julian::ir::InterpolationInput
 Class is an abstract class that represents the subject of interpolation performed in swap curve operations. More...
 

Detailed Description

File contains interface of method that provides inputs to interpolation.