discountcurve.hpp File Reference

interpolated discount factor structure More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	InterpolatedDiscountCurve< Interpolator >
	YieldTermStructure based on interpolation of discount factors. More...

Namespaces
namespace	QuantLib

Typedefs
typedef InterpolatedDiscountCurve< LogLinear >	DiscountCurve
	Term structure based on log-linear interpolation of discount factors. More...

Detailed Description

interpolated discount factor structure

Definition in file discountcurve.hpp.