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

interpolated zero-rates structure More...

#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/interestrate.hpp>
#include <ql/math/comparison.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <utility>

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Classes

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

Namespaces

namespace  QuantLib
 

Typedefs

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

Detailed Description

interpolated zero-rates structure

Definition in file zerocurve.hpp.