# DiscountCurve (3) - Linux Manuals

## NAME

Term structures -

### Classes

class **InterpolatedDiscountCurve< Interpolator >**

*Term structure based on interpolation of discount factors. *

class **FittedBondDiscountCurve**

**Discount** curve fitted to a set of fixed-coupon bonds.

class **FlatForward**

*Flat interest-rate curve. *

class **InterpolatedForwardCurve< Interpolator >**

*Term structure based on interpolation of forward rates. *

class **ForwardSpreadedTermStructure**

*Term structure with added spread on the instantaneous forward rate. *

class **ForwardRateStructure**

*Forward-rate term structure *

class **ImpliedTermStructure**

*Implied term structure at a given date in the future. *

class **PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >**

*Piecewise yield term structure. *

class **PiecewiseZeroSpreadedTermStructure**

*Term structure with an added vector of spreads on the zero-yield rate. *

class **InterpolatedZeroCurve< Interpolator >**

*Term structure based on interpolation of zero yields. *

class **ZeroSpreadedTermStructure**

*Term structure with an added spread on the zero yield rate. *

class **ZeroYieldStructure**

*Zero-yield term structure. *

class **YieldTermStructure**

*Interest-rate term structure. *

### Typedefs

typedef InterpolatedDiscountCurve< LogLinear > **DiscountCurve**

*Term structure based on log-linear interpolation of discount factors. *

typedef InterpolatedForwardCurve< BackwardFlat > **ForwardCurve**

*Term structure based on flat interpolation of forward rates. *

typedef InterpolatedZeroCurve< Linear > **ZeroCurve**

*Term structure based on linear interpolation of zero yields. *

## Detailed Description

The abstract class **QuantLib::YieldTermStructure** provides the common interface to concrete yield-rate term structure models. Among others, methods are declared which return instantaneous forward rate, discount factor, and zero rate at a given date. Adapter classes are provided which already implement part of the required methods, thus allowing the programmer to define only the non-redundant part.

## Typedef Documentation

### typedef InterpolatedDiscountCurve<LogLinear> DiscountCurve

Term structure based on log-linear interpolation of discount factors.

Log-linear interpolation guarantees piecewise-constant forward rates.

### typedef InterpolatedForwardCurve<BackwardFlat> ForwardCurve

Term structure based on flat interpolation of forward rates.

### typedef InterpolatedZeroCurve<Linear> ZeroCurve

Term structure based on linear interpolation of zero yields.

## Author

Generated automatically by Doxygen for QuantLib from the source code.