ql/termstructures/yieldcurves/forwardcurve.hpp File Reference


Detailed Description

interpolated forward-rate structure

#include <ql/termstructures/yieldcurves/forwardstructure.hpp>
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <vector>
#include <utility>

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 > 
ForwardCurve
 Term structure based on flat interpolation of forward rates.