QuantLib 0.3.11 http://quantlib.org Getting started Introduction Project overview Where to get QuantLib Installation Configuration Usage Frequently asked questions Version history Additional resources The QuantLib group Copyright and license Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Test Suite Deprecated Features Examples

ql/TermStructures/forwardcurve.hpp File Reference Detailed Description interpolated forward-rate structure #include <ql/TermStructures/forwardstructure.hpp> #include <ql/Math/backwardflatinterpolation.hpp> #include <vector> Include dependency graph for forwardcurve.hpp: Namespaces namespace   QuantLib Classes class   InterpolatedForwardCurve   Term structure based on interpolation of forward rates. More... Typedefs typedef InterpolatedForwardCurve< BackwardFlat >  QuantLib::ForwardCurve   Term structure based on flat interpolation of forward rates.

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