forwardcurve.hpp File Reference

interpolated forward-rate structure More...

Include dependency graph for forwardcurve.hpp:

Classes

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

Namespaces

 QuantLib
 

Typedefs

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

Detailed Description

interpolated forward-rate structure