QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces | Typedefs
forwardcurve.hpp File Reference

interpolated forward-rate structure More...

#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>

Go to the source code of this file.

Classes

class  InterpolatedForwardCurve< Interpolator >
 YieldTermStructure based on interpolation of forward rates. More...
 

Namespaces

namespace  QuantLib
 

Typedefs

typedef InterpolatedForwardCurve< BackwardFlat > ForwardCurve
 Term structure based on flat interpolation of forward rates. More...
 

Detailed Description

interpolated forward-rate structure

Definition in file forwardcurve.hpp.