interpolated discount factor structure More...
#include <ql/termstructures/yieldtermstructure.hpp>#include <ql/termstructures/interpolatedcurve.hpp>#include <ql/math/interpolations/loginterpolation.hpp>#include <ql/math/comparison.hpp>#include <utility>
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. | |
interpolated discount factor structure