QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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interpolated discount factor structure More...
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>
Go to the source code of this file.
Classes | |
class | InterpolatedDiscountCurve< Interpolator > |
YieldTermStructure based on interpolation of discount factors. More... | |
Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef InterpolatedDiscountCurve< LogLinear > | DiscountCurve |
Term structure based on log-linear interpolation of discount factors. More... | |
interpolated discount factor structure
Definition in file discountcurve.hpp.