ql/TermStructures/discountcurve.hpp File Reference


Detailed Description

interpolated discount factor structure

#include <ql/yieldtermstructure.hpp>
#include <ql/Math/loglinearinterpolation.hpp>
#include <vector>

Include dependency graph for discountcurve.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef InterpolatedDiscountCurve<
LogLinear > 
DiscountCurve
 Term structure based on log-linear interpolation of discount factors.

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