QuantLib 0.3.8
Getting started
Reference manual
ql/TermStructures/zerocurve.hpp File Reference
Detailed Description
pre-bootstrapped zero curve structure
#include <ql/TermStructures/zeroyieldstructure.hpp>
#include <ql/DayCounters/actual365fixed.hpp>
#include <ql/Math/linearinterpolation.hpp>
Include dependency graph for zerocurve.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | ZeroCurve |
| Term structure based on linear interpolation of zero yields. More... | |
