## 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... | |

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.

Term structure based on log-linear interpolation of discount factors.

Log-linear interpolation guarantees piecewise-constant forward rates.

Definition at line 121 of file discountcurve.hpp.

Term structure based on flat interpolation of forward rates.

Definition at line 119 of file forwardcurve.hpp.

Piecewise zero-spreaded yield curve based on linear interpolation of zero rates.

Definition at line 89 of file piecewisezerospreadedtermstructure.hpp.

typedef InterpolatedZeroCurve<Linear> ZeroCurve |

Term structure based on linear interpolation of zero yields.

Definition at line 125 of file zerocurve.hpp.

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