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<div class="title">Term structures</div> </div>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr class="memitem:"><td class="memItemLeft" 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< Interpolator ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of discount factors. <a href="class_quant_lib_1_1_interpolated_discount_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_fitted_bond_discount_curve.html">FittedBondDiscountCurve</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="struct_quant_lib_1_1_discount.html" title="Discount-curve traits.">Discount</a> curve fitted to a set of fixed-coupon bonds. <a href="class_quant_lib_1_1_fitted_bond_discount_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" 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 class="memdesc:"><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>
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<tr class="memitem:"><td class="memItemLeft" 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< Interpolator ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of forward rates. <a href="class_quant_lib_1_1_interpolated_forward_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" 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 class="memdesc:"><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>
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<tr class="memitem:"><td class="memItemLeft" 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 class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Forward-rate term structure <a href="class_quant_lib_1_1_forward_rate_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" 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 class="memdesc:"><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>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_simple_zero_curve.html">InterpolatedSimpleZeroCurve< Interpolator ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of zero rates. <a href="class_quant_lib_1_1_interpolated_simple_zero_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" 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< Traits, Interpolator, Bootstrap ></a></td></tr>
<tr class="memdesc:"><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>
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<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_piecewise_zero_spreaded_term_structure.html">InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Yield curve with an added vector of spreads on the zero-yield rate. <a href="class_quant_lib_1_1_interpolated_piecewise_zero_spreaded_term_structure.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" 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< Interpolator ></a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">YieldTermStructure</a> based on interpolation of zero rates. <a href="class_quant_lib_1_1_interpolated_zero_curve.html#details">More...</a><br /></td></tr>
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<tr class="memitem:"><td class="memItemLeft" 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 class="memdesc:"><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>
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<tr class="memitem:"><td class="memItemLeft" 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 class="memdesc:"><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>
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<tr class="memitem:"><td class="memItemLeft" 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 class="memdesc:"><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>
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Typedefs</h2></td></tr>
<tr class="memitem:ga4e538c822f698ad1c21bbe52deb30d29"><td class="memItemLeft" align="right" valign="top">typedef <a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html">InterpolatedDiscountCurve</a>< <a class="el" href="class_quant_lib_1_1_log_linear.html">LogLinear</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#ga4e538c822f698ad1c21bbe52deb30d29">DiscountCurve</a></td></tr>
<tr class="memdesc:ga4e538c822f698ad1c21bbe52deb30d29"><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on log-linear interpolation of discount factors. <a href="group__yieldtermstructures.html#ga4e538c822f698ad1c21bbe52deb30d29">More...</a><br /></td></tr>
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typedef <a class="el" href="class_quant_lib_1_1_interpolated_forward_curve.html">InterpolatedForwardCurve</a>< <a class="el" href="class_quant_lib_1_1_backward_flat.html">BackwardFlat</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#ga44c13ddc64513ecbc1c0955253af96c5">ForwardCurve</a></td></tr>
<tr class="memdesc:ga44c13ddc64513ecbc1c0955253af96c5"><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on flat interpolation of forward rates. <br /></td></tr>
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<tr class="memitem:ga6982bc0bd68b9cbea2a12266e8819e12"><td class="memItemLeft" align="right" valign="top"><a id="ga6982bc0bd68b9cbea2a12266e8819e12"></a>
typedef <a class="el" href="class_quant_lib_1_1_interpolated_piecewise_zero_spreaded_term_structure.html">InterpolatedPiecewiseZeroSpreadedTermStructure</a>< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#ga6982bc0bd68b9cbea2a12266e8819e12">PiecewiseZeroSpreadedTermStructure</a></td></tr>
<tr class="memdesc:ga6982bc0bd68b9cbea2a12266e8819e12"><td class="mdescLeft"> </td><td class="mdescRight">Piecewise zero-spreaded yield curve based on linear interpolation of zero rates. <br /></td></tr>
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<tr class="memitem:gab0fc9b631f36e7661b35642d67035aeb"><td class="memItemLeft" align="right" valign="top"><a id="gab0fc9b631f36e7661b35642d67035aeb"></a>
typedef <a class="el" href="class_quant_lib_1_1_interpolated_zero_curve.html">InterpolatedZeroCurve</a>< <a class="el" href="class_quant_lib_1_1_linear.html">Linear</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="group__yieldtermstructures.html#gab0fc9b631f36e7661b35642d67035aeb">ZeroCurve</a></td></tr>
<tr class="memdesc:gab0fc9b631f36e7661b35642d67035aeb"><td class="mdescLeft"> </td><td class="mdescRight">Term structure based on linear interpolation of zero yields. <br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<p>The abstract class <a class="el" href="class_quant_lib_1_1_yield_term_structure.html" title="Interest-rate term structure.">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>
<h2 class="groupheader">Typedef Documentation</h2>
<a id="ga4e538c822f698ad1c21bbe52deb30d29"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ga4e538c822f698ad1c21bbe52deb30d29">◆ </a></span>DiscountCurve</h2>
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<td class="memname">typedef <a class="el" href="class_quant_lib_1_1_interpolated_discount_curve.html">InterpolatedDiscountCurve</a><<a class="el" href="class_quant_lib_1_1_log_linear.html">LogLinear</a>> <a class="el" href="group__yieldtermstructures.html#ga4e538c822f698ad1c21bbe52deb30d29">DiscountCurve</a></td>
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<p>Term structure based on log-linear interpolation of discount factors. </p>
<p>Log-linear interpolation guarantees piecewise-constant forward rates. </p>
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