 
| Classes | |
| class | InterpolatedDiscountCurve< Interpolator > | 
| YieldTermStructure based on interpolation of discount factors.  More... | |
| class | FittedBondDiscountCurve | 
| Discount curve fitted to a set of fixed-coupon bonds.  More... | |
| class | FlatForward | 
| Flat interest-rate curve.  More... | |
| class | InterpolatedForwardCurve< Interpolator > | 
| YieldTermStructure based on interpolation of forward rates.  More... | |
| class | ForwardSpreadedTermStructure | 
| Term structure with added spread on the instantaneous forward rate.  More... | |
| class | ForwardRateStructure | 
| Forward-rate term structure  More... | |
| class | ImpliedTermStructure | 
| Implied term structure at a given date in the future.  More... | |
| class | PiecewiseYieldCurve< Traits, Interpolator, Bootstrap > | 
| Piecewise yield term structure.  More... | |
| class | PiecewiseZeroSpreadedTermStructure | 
| Term structure with an added vector of spreads on the zero-yield rate.  More... | |
| class | InterpolatedZeroCurve< Interpolator > | 
| YieldTermStructure based on interpolation of zero rates.  More... | |
| class | ZeroSpreadedTermStructure | 
| Term structure with an added spread on the zero yield rate.  More... | |
| class | ZeroYieldStructure | 
| Zero-yield term structure.  More... | |
| class | YieldTermStructure | 
| Interest-rate term structure.  More... | |
| Typedefs | |
| typedef InterpolatedDiscountCurve < LogLinear > | DiscountCurve | 
| Term structure based on log-linear interpolation of discount factors. | |
| typedef InterpolatedForwardCurve < BackwardFlat > | ForwardCurve | 
| Term structure based on flat interpolation of forward rates. | |
| typedef InterpolatedZeroCurve < Linear > | ZeroCurve | 
| Term structure based on linear interpolation of zero yields. | |
The abstract class QuantLib::YieldTermStructure provides the common interface to concrete yield-rate term structure models. Among others, methods are declared which return instantaneous forward rate, discount factor, and zero rate at a given date. Adapter classes are provided which already implement part of the required methods, thus allowing the programmer to define only the non-redundant part.
| typedef InterpolatedDiscountCurve<LogLinear> DiscountCurve | 
Term structure based on log-linear interpolation of discount factors.
Log-linear interpolation guarantees piecewise-constant forward rates.
| typedef InterpolatedForwardCurve<BackwardFlat> ForwardCurve | 
Term structure based on flat interpolation of forward rates.
| typedef InterpolatedZeroCurve<Linear> ZeroCurve | 
Term structure based on linear interpolation of zero yields.