![]() QuantLib 0.3.9Getting startedReference manual |
Term structuresDetailed DescriptionThe abstract class QuantLib::YieldTermStructure provides the common interface to concrete yield-rate term structure models. Among others, methods are declared which return instantaneous forward rate, discount factor, and zero rate at a given date. Adapter classes are provided which already implement part of the required methods, thus allowing the programmer to define only the non-redundant part.
Typedef Documentation
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