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...

Detailed Description

interpolated discount term structure

Classes