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discountcurve.hpp
Langue: en
Version: 382453 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/discountcurve.hpp -interpolated discount factor structure
SYNOPSIS
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>
Classes
class InterpolatedDiscountCurve< Interpolator >
YieldTermStructure based on interpolation of discount factors.
Typedefs
typedef InterpolatedDiscountCurve< LogLinear > DiscountCurve
Term structure based on log-linear interpolation of discount factors.
Detailed Description
interpolated discount factor structure
Author
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