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>
Go to the source code of this file.
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.