ql/TermStructures/zerocurve.hpp File Reference


Detailed Description

interpolated zero-rates structure

#include <ql/TermStructures/zeroyieldstructure.hpp>
#include <ql/Math/linearinterpolation.hpp>
#include <vector>

Include dependency graph for zerocurve.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef InterpolatedZeroCurve<
Linear > 
ZeroCurve
 Term structure based on linear interpolation of zero yields.

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