QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Typedefs
discountcurve.hpp File Reference

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>

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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...
 

Detailed Description

interpolated discount factor structure

Definition in file discountcurve.hpp.