ql/TermStructures/forwardcurve.hpp File Reference
Detailed Description
interpolated forward-rate structure
#include <ql/TermStructures/forwardstructure.hpp>
#include <ql/Math/backwardflatinterpolation.hpp>
#include <vector>
Include dependency graph for forwardcurve.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | InterpolatedForwardCurve |
Term structure based on interpolation of forward rates. More... | |
Typedefs | |
typedef InterpolatedForwardCurve< BackwardFlat > | QuantLib::ForwardCurve |
Term structure based on flat interpolation of forward rates. |