QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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>
Go to the source code of this file.
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... | |
interpolated zero-rates structure
Definition in file zerocurve.hpp.