ql/termstructures/yield/forwardcurve.hpp File Reference

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>
Include dependency graph for forwardcurve.hpp:

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.

Detailed Description

interpolated forward-rate structure