zerocurve (3) - Linux Man Pages

zerocurve: interpolated zero-rates structure

NAME

ql/termstructures/yield/zerocurve.hpp - interpolated zero-rates structure

SYNOPSIS


#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>
#include <vector>
#include <utility>

Classes


class InterpolatedZeroCurve< Interpolator >
Term structure based on interpolation of zero yields.

Typedefs


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

Detailed Description

interpolated zero-rates structure

Author

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