Classes
class	InterpolatedDiscountCurve< Interpolator >
	YieldTermStructure based on interpolation of discount factors. More...

class	FittedBondDiscountCurve
	Discount curve fitted to a set of fixed-coupon bonds. More...

class	FlatForward
	Flat interest-rate curve. More...

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

class	ForwardSpreadedTermStructure
	Term structure with added spread on the instantaneous forward rate. More...

class	ForwardRateStructure
	Forward-rate term structure More...

class	ImpliedTermStructure
	Implied term structure at a given date in the future. More...

class	InterpolatedSimpleZeroCurve< Interpolator >
	YieldTermStructure based on interpolation of zero rates. More...

class	PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >
	Piecewise yield term structure. More...

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

class	UltimateForwardTermStructure
	Ultimate forward term structure. More...

class	InterpolatedZeroCurve< Interpolator >
	YieldTermStructure based on interpolation of zero rates. More...

class	ZeroSpreadedTermStructure
	Term structure with an added spread on the zero yield rate. More...

class	ZeroYieldStructure
	Zero-yield term structure. More...

class	YieldTermStructure
	Interest-rate term structure. More...

Typedefs
typedef InterpolatedDiscountCurve< LogLinear >	DiscountCurve
	Term structure based on log-linear interpolation of discount factors. More...

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

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

typedef InterpolatedZeroCurve< Linear >	ZeroCurve
	Term structure based on linear interpolation of zero yields. More...

Detailed Description

The abstract class QuantLib::YieldTermStructure provides the common interface to concrete yield-rate term structure models. Among others, methods are declared which return instantaneous forward rate, discount factor, and zero rate at a given date. Adapter classes are provided which already implement part of the required methods, thus allowing the programmer to define only the non-redundant part.