julian/a00408_source.html

 #ifndef JULIAN_MARKETDATAUTILS_HPP
 #define JULIAN_MARKETDATAUTILS_HPP

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

 namespace julian {


   ir::InterpolatedCurve calculateYieldCurve(ir::InterpolatedCurve discounting_curve, ForwardCurve forward_curve, double asset_price);

 }  // namespace julian
 #endif


julian
Definition: cadHoliday.cpp:3

interpolatedCurve.hpp
File contains definition of swap interpolated curve class.

julian::calculateYieldCurve
ir::InterpolatedCurve 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 pri...
Definition: marketDataUtils.cpp:19

ForwardCurve.hpp
File contains definition of forward curve class.

curveSettings.hpp
File contains definition of structure holding settings of ir::InterpolatedCurve.