ql/termstructures/yield/discountcurve.hpp File Reference
Detailed Description
interpolated discount factor structure
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <vector>
#include <utility>
Include dependency graph for discountcurve.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | InterpolatedDiscountCurve |
| Term structure based on interpolation of discount factors. More... | |
Typedefs | |
| typedef InterpolatedDiscountCurve < LogLinear > | DiscountCurve |
| Term structure based on log-linear interpolation of discount factors. | |