ql/termstructures/yieldcurves/zerocurve.hpp File Reference


Detailed Description

interpolated zero-rates structure

#include <ql/termstructures/yieldcurves/zeroyieldstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <vector>
#include <utility>

Include dependency graph for zerocurve.hpp:


Namespaces

namespace  QuantLib

Classes

class  InterpolatedZeroCurve
 Term structure based on interpolation of zero yields. More...

Typedefs

typedef InterpolatedZeroCurve<
Linear > 
ZeroCurve
 Term structure based on linear interpolation of zero yields.