ql/termstructures/yield/zerocurve.hpp File Reference
interpolated zero-rates structure More...
#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <utility>
Include dependency graph for zerocurve.hpp:

Classes | |
class | InterpolatedZeroCurve |
YieldTermStructure based on interpolation of zero rates. More... | |
Typedefs | |
typedef InterpolatedZeroCurve < Linear > | ZeroCurve |
Term structure based on linear interpolation of zero yields. |
Detailed Description
interpolated zero-rates structure