QuantLib 0.3.3
User manual
Introduction to QuantLib
QuantLib components
Reference manual
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 | ExtendedDiscountCurve |
| Term structure based on loglinear interpolation of discount factors. 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... | |
