QuantLib: ql/termstructures/yield/discountcurve.hpp File Reference

### A free/open-source library for quantitative finance

# ql/termstructures/yield/discountcurve.hpp File Reference

## Detailed Description

interpolated discount factor structure

`#include <ql/termstructures/yieldtermstructure.hpp>`
`#include <ql/math/interpolations/loginterpolation.hpp>`
`#include <ql/math/comparison.hpp>`
`#include <vector>`
`#include <utility>`

Include dependency graph for discountcurve.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | InterpolatedDiscountCurve
| Term structure based on interpolation of discount factors. More...
## Typedefs
typedef InterpolatedDiscountCurve < LogLinear > | DiscountCurve
| Term structure based on log-linear interpolation of discount factors.