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Hi,
I have some changes on TermStructure that I wish to run by you:
1) Add zeroCoupon() and zeroCouponImpl() methods.
2) Add ZeroCouponStructure to implement defaults for the above.
2) Add a discreteForwardImpl() method, instead of calculating it
inside forward(t1,t2). Makes life a lot easier when implementing
compoundforward.
Any objections?
Thanx,
Andre
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