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