Rechercher une page de manuel
discountcurve.hpp
Langue: en
Version: 169677 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/discountcurve.hpp - interpolated discount factor structureSYNOPSIS
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>
#include <vector>
#include <utility>
Classes
class InterpolatedDiscountCurve< Interpolator >
Term structure 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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre