discountcurve (3) - Linux Man Pages

discountcurve: interpolated discount factor structure

NAME

ql/termstructures/yield/discountcurve.hpp - interpolated discount factor structure

SYNOPSIS


#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>
#include <vector>
#include <utility>

Classes


class InterpolatedDiscountCurve< Interpolator >
Term structure based on interpolation of discount factors.

Typedefs


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

Detailed Description

interpolated discount factor structure

Author

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