interpolated discount term structure More...
#include <boost/make_shared.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/quotes/logquote.hpp>
Classes | |
class | InterpolatedDiscountCurve |
InterpolatedDiscountCurve based on loglinear interpolation of DiscountFactors. More... | |
interpolated discount term structure