ql/termstructures/yield/forwardcurve.hpp File Reference
Detailed Description
interpolated forward-rate structure
#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/math/comparison.hpp>
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. |