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/*! \defgroup termstructuressss Term structures
 
    @{
*/
 
/*! \defgroup yieldtermstructures Interest-rate term structures
 
    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.
*/
 
/*! \defgroup defaultprobabilitytermstructures Default-probability term structures */
 
/*! \defgroup inflationtermstructures Inflation term structures */
 
 
/*! @} */