forwardcurve (3) - Linux Manuals

forwardcurve: interpolated forward-rate structure

NAME

ql/termstructures/yield/forwardcurve.hpp - interpolated forward-rate structure

SYNOPSIS

#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>

Classes

class InterpolatedForwardCurve< Interpolator >
Term structure based on interpolation of forward rates.

Typedefs

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

Detailed Description

interpolated forward-rate structure

Author

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