interpolateddiscountcurve.hpp File Reference

interpolated discount term structure More...

#include <boost/make_shared.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/quotes/logquote.hpp>

Go to the source code of this file.

Classes
class	InterpolatedDiscountCurve
	InterpolatedDiscountCurve based on loglinear interpolation of DiscountFactors. More...

Namespaces
namespace	QuantExt

Detailed Description

interpolated discount term structure

Definition in file interpolateddiscountcurve.hpp.