ql/TermStructures/zerocurve.hpp File Reference
Detailed Description
interpolated zero-rates structure
#include <ql/TermStructures/zeroyieldstructure.hpp>
#include <ql/Math/linearinterpolation.hpp>
#include <vector>
#include <utility>
Include dependency graph for zerocurve.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | InterpolatedZeroCurve |
| Term structure based on interpolation of zero yields. More... | |
Typedefs | |
|
typedef InterpolatedZeroCurve< Linear > | ZeroCurve |
| Term structure based on linear interpolation of zero yields. | |