ql/interestrate.hpp File Reference
Detailed Description
Instrument rate class.
#include <ql/types.hpp>
#include <ql/daycounter.hpp>
Include dependency graph for interestrate.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | InterestRate |
| Concrete interest rate class. More... | |
Enumerations | |
| enum | Compounding { QuantLib::Simple = 0, QuantLib::Compounded = 1, QuantLib::Continuous = 2, QuantLib::SimpleThenCompounded } |
| Interest rate coumpounding rule. | |
