QuantLib 0.3.8
Getting started
Reference manual
ql/TermStructures/discountcurve.hpp File Reference
Detailed Description
pre-bootstrapped discount factor structure
#include <ql/TermStructures/discountstructure.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
#include <ql/Math/loglinearinterpolation.hpp>
Include dependency graph for discountcurve.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | DiscountCurve |
| Term structure based on loglinear interpolation of discount factors. More... | |
