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forwardcurve.hpp
Langue: en
Version: 153425 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/forwardcurve.hpp - interpolated forward-rate structureSYNOPSIS
#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>
Classes
class InterpolatedForwardCurve< Interpolator >
Term structure based on interpolation of forward rates.
Typedefs
typedef InterpolatedForwardCurve< BackwardFlat > ForwardCurve
Term structure based on flat interpolation of forward rates.
Detailed Description
interpolated forward-rate structure
Author
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