forwardcurve.hpp

Langue: en

Autres versions - même langue

Version: 374248 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/yield/forwardcurve.hpp -

interpolated forward-rate structure

SYNOPSIS


#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>

Classes


class InterpolatedForwardCurve< Interpolator >
YieldTermStructure based on interpolation of forward rates.

Typedefs


typedef InterpolatedForwardCurve< BackwardFlat > ForwardCurve
Term structure based on flat interpolation of forward rates.

Detailed Description

interpolated forward-rate structure

Author

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