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.