forwardcurve.hpp File Reference

interpolated forward-rate structure More...

#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	InterpolatedForwardCurve< Interpolator >
	YieldTermStructure based on interpolation of forward rates. More...

Namespaces
namespace	QuantLib

Typedefs
typedef InterpolatedForwardCurve< BackwardFlat >	ForwardCurve
	Term structure based on flat interpolation of forward rates. More...

Detailed Description

interpolated forward-rate structure

Definition in file forwardcurve.hpp.