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zerocurve.hpp
Langue: en
Version: 378399 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/zerocurve.hpp -interpolated zero-rates structure
SYNOPSIS
#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <utility>
Classes
class InterpolatedZeroCurve< Interpolator >
YieldTermStructure based on interpolation of zero rates.
Typedefs
typedef InterpolatedZeroCurve< Linear > ZeroCurve
Term structure based on linear interpolation of zero yields.
Detailed Description
interpolated zero-rates structure
Author
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