QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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piecewisezerospreadedtermstructure.hpp File Reference

Piecewise-zero-spreaded term structure. More...

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <utility>
#include <vector>

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Classes

class  InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >
 Yield curve with an added vector of spreads on the zero-yield rate. More...
 

Namespaces

namespace  QuantLib
 

Typedefs

typedef InterpolatedPiecewiseZeroSpreadedTermStructure< Linear > PiecewiseZeroSpreadedTermStructure
 Piecewise zero-spreaded yield curve based on linear interpolation of zero rates. More...
 

Detailed Description

Piecewise-zero-spreaded term structure.

Definition in file piecewisezerospreadedtermstructure.hpp.