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... | |
Typedefs | |
| typedef InterpolatedForwardCurve < BackwardFlat > | ForwardCurve |
| Term structure based on flat interpolation of forward rates. | |
interpolated forward-rate structure