QuantLib::TermStructures Namespace Reference


Detailed Description

Concrete implementations of the TermStructure interface.

See sect. Term structures


Compounds

class  AffineTermStructure
 Term-structure implied by an affine model. More...

class  DiscountCurve
 Term structure based on loglinear interpolation of discount factors. More...

class  DriftTermStructure
 Drift term structure. More...

class  ForwardSpreadedTermStructure
 Term structure with added spread on the instantaneous forward rate. More...

class  ImpliedTermStructure
 Implied term structure at a given date in the future. More...

class  PiecewiseFlatForward
 Piecewise flat forward term structure. More...

class  QuantoTermStructure
 Quanto term structure. More...

class  RateHelper
 base class for rate helpers More...

class  DepositRateHelper
 Deposit rate. More...

class  FraRateHelper
 Forward rate agreement. More...

class  FuturesRateHelper
 Interest Rate Futures. More...

class  SwapRateHelper
 Swap rate. More...

class  ZeroCurve
 Term structure based on linear interpolation of zero yields. More...

class  ZeroSpreadedTermStructure
 Term structure with an added spread on the zero yield rate. More...


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