interpolated forward-rate structure More...
#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>
Classes | |
class | InterpolatedForwardCurve< Interpolator > |
YieldTermStructure based on interpolation of forward rates. More... | |
Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef InterpolatedForwardCurve < BackwardFlat > | ForwardCurve |
Term structure based on flat interpolation of forward rates. | |
interpolated forward-rate structure