ql/termstructures/yield/discountcurve.hpp File Reference
interpolated discount factor structure More...
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>
#include <vector>
#include <utility>
Include dependency graph for discountcurve.hpp:

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. |
Detailed Description
interpolated discount factor structure