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

Typedefs

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

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