irCurveExtrapolator.hpp File Reference

File contains definition of interface of interest rate curve extrapolator. More...

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

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Classes
class	julian::ir::Extrapolator
	Class implements the interface of interest rate curve interpolator. More...

Detailed Description

File contains definition of interface of interest rate curve extrapolator.