zerocurve (3) Linux Manual Page

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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