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/*
Copyright (C) 2000-2003 StatPro Italia srl
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<https://www.quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \defgroup termstructuressss Term structures
@{
*/
/*! \defgroup yieldtermstructures Interest-rate term structures
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.
*/
/*! \defgroup defaultprobabilitytermstructures Default-probability term structures */
/*! \defgroup inflationtermstructures Inflation term structures */
/*! @} */
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