ql/termstructures/yieldcurves/discountcurve.hpp File Reference
Detailed Description
interpolated discount factor structure
#include <ql/yieldtermstructure.hpp>
#include <ql/math/interpolations/loglinearinterpolation.hpp>
#include <vector>
#include <utility>
Include dependency graph for discountcurve.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | InterpolatedDiscountCurve |
Term structure based on interpolation of discount factors. More... | |
Typedefs | |
typedef InterpolatedDiscountCurve< LogLinear > | DiscountCurve |
Term structure based on log-linear interpolation of discount factors. |