ql/termstructures/yield/zerocurve.hpp File Reference

interpolated zero-rates structure More...

#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>
#include <vector>
#include <utility>

Include dependency graph for zerocurve.hpp:


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.

Detailed Description

interpolated zero-rates structure