marketDataUtils.hpp File Reference

File contains simple functions helping to handle market data classes. More...

#include <marketData/ForwardCurve.hpp>
#include <marketData/interestRateCurves/InterpolatedCurve.hpp>
#include <marketData/interestRateCurves/curveSettings.hpp>

Go to the source code of this file.

Functions
ir::InterpolatedCurve	julian::calculateYieldCurve (ir::InterpolatedCurve discounting_curve, ForwardCurve forward_curve, double asset_price)
	Function implies interest rate curve basing on discounting curve, forward curve and current asset price. More...

Detailed Description

File contains simple functions helping to handle market data classes.