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<h1>Term structures</h1><hr><a name="_details"></a><h2>Detailed Description</h2>
The abstract class <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">QuantLib::YieldTermStructure</a> 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.
<p>
<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Classes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html">InterpolatedDiscountCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on interpolation of discount factors. <a href="class_quant_lib_1_1_interpolated_discount_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_flat_forward.html">FlatForward</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Flat interest-rate curve. <a href="class_quant_lib_1_1_flat_forward.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_forward_curve.html">InterpolatedForwardCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on interpolation of forward rates. <a href="class_quant_lib_1_1_interpolated_forward_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_spreaded_term_structure.html">ForwardSpreadedTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure with added spread on the instantaneous forward rate. <a href="class_quant_lib_1_1_forward_spreaded_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_forward_rate_structure.html">ForwardRateStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_forward.html">Forward</a> rate term structure. <a href="class_quant_lib_1_1_forward_rate_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_implied_term_structure.html">ImpliedTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Implied term structure at a given date in the future. <a href="class_quant_lib_1_1_implied_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_yield_curve.html">PiecewiseYieldCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Piecewise yield term structure. <a href="class_quant_lib_1_1_piecewise_yield_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure.html">PiecewiseZeroSpreadedTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure with an added vector of spreads on the zero-yield rate. <a href="class_quant_lib_1_1_piecewise_zero_spreaded_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html">InterpolatedZeroCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on interpolation of zero yields. <a href="class_quant_lib_1_1_interpolated_zero_curve.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_spreaded_term_structure.html">ZeroSpreadedTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure with an added spread on the zero yield rate. <a href="class_quant_lib_1_1_zero_spreaded_term_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_yield_structure.html">ZeroYieldStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Zero-yield term structure. <a href="class_quant_lib_1_1_zero_yield_structure.html#_details">More...</a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">class </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Interest-rate term structure. <a href="class_quant_lib_1_1_yield_term_structure.html#_details">More...</a><br></td></tr>
<tr><td colspan="2"><br><h2>Typedefs</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">typedef InterpolatedDiscountCurve<<br>
LogLinear > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#g4e538c822f698ad1c21bbe52deb30d29">DiscountCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on log-linear interpolation of discount factors. <a href="#g4e538c822f698ad1c21bbe52deb30d29"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g44c13ddc64513ecbc1c0955253af96c5"></a><!-- doxytag: member="yieldtermstructures::ForwardCurve" ref="g44c13ddc64513ecbc1c0955253af96c5" args="" -->
typedef InterpolatedForwardCurve<<br>
BackwardFlat > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#g44c13ddc64513ecbc1c0955253af96c5">ForwardCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on flat interpolation of forward rates. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="g28315d9869896575fe9dde6a150f7c3b"></a><!-- doxytag: member="yieldtermstructures::PiecewiseFlatForward" ref="g28315d9869896575fe9dde6a150f7c3b" args="" -->
typedef PiecewiseYieldCurve<<br>
Discount, LogLinear > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#g28315d9869896575fe9dde6a150f7c3b">PiecewiseFlatForward</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Piecewise flat-forward term structure. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="gb0fc9b631f36e7661b35642d67035aeb"></a><!-- doxytag: member="yieldtermstructures::ZeroCurve" ref="gb0fc9b631f36e7661b35642d67035aeb" args="" -->
typedef InterpolatedZeroCurve<<br>
Linear > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#gb0fc9b631f36e7661b35642d67035aeb">ZeroCurve</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on linear interpolation of zero yields. <br></td></tr>
</table>
<hr><h2>Typedef Documentation</h2>
<a class="anchor" name="g4e538c822f698ad1c21bbe52deb30d29"></a><!-- doxytag: member="QuantLib::DiscountCurve" ref="g4e538c822f698ad1c21bbe52deb30d29" args="" -->
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<td class="memname">typedef InterpolatedDiscountCurve<LogLinear> DiscountCurve </td>
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<p>
Term structure based on log-linear interpolation of discount factors.
<p>
Log-linear interpolation guarantees piecewise-constant forward rates.
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