gtozc.h File Reference

#include "bastypes.h"
#include "cheaders.h"
#include "ldate.h"
#include "tcurve.h"


Functions
TCurve *	JpmcdsZCCash (TCurve zeroCurve, TDate dates, double *rates, int numRates, long dayCountConv)
	Adds cash points to a given zero curve.
TCurve *	JpmcdsZCSwaps (TCurve zeroCurve, TCurve discZC, TDate dates, double rates, int numSwaps, int fixedSwapFreq, int floatSwapFreq, long fixDayCountConv, long floatDayCountConv, char fwdLength, TBadDayAndStubPos badDayAndStubPos, char *holidayFile)
	Adds swap points to a given zero curve.

Detailed Description

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