interpolated discount factor structure More...
#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. More... | |
Namespaces | |
QuantLib | |
Typedefs | |
typedef InterpolatedDiscountCurve < LogLinear > | DiscountCurve |
Term structure based on log-linear interpolation of discount factors. More... | |
interpolated discount factor structure