zerocurve.hpp

Langue: en

Autres versions - même langue

Version: 378399 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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