QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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>
Go to the source code of this file.
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... | |
Piecewise-zero-spreaded term structure.
Definition in file piecewisezerospreadedtermstructure.hpp.