zerocurve.hpp File Reference

interpolated zero-rates structure More...

#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/interestrate.hpp>
#include <ql/math/comparison.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <utility>

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Classes
class	InterpolatedZeroCurve< Interpolator >
	YieldTermStructure based on interpolation of zero rates. More...

Namespaces
namespace	QuantLib

Typedefs
typedef InterpolatedZeroCurve< Linear >	ZeroCurve
	Term structure based on linear interpolation of zero yields. More...

Detailed Description

interpolated zero-rates structure

Definition in file zerocurve.hpp.