ql/termstructures/yield/discountcurve.hpp File Reference

interpolated discount factor structure More...

Include dependency graph for discountcurve.hpp:

Classes

class  InterpolatedDiscountCurve< Interpolator >
 YieldTermStructure based on interpolation of discount factors. More...

Typedefs

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

Detailed Description

interpolated discount factor structure