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