julian/a00384_source.html

 #ifndef JULIAN_ALL_IRCURVEINTEPOLATORS_HPP
 #define JULIAN_ALL_IRCURVEINTEPOLATORS_HPP

 #include <marketData/interestRateCurves/interpolators/irCurveInterpolator.hpp>
 #include <marketData/interestRateCurves/interpolators/irCurveCompoundedInterpolator.hpp>
 #include <marketData/interestRateCurves/interpolators/irCurveExtrapolator.hpp>
 #include <marketData/interestRateCurves/interpolators/extrapolateFlatZCR.hpp>
 #include <marketData/interestRateCurves/interpolators/extrapolateLogOfDF.hpp>
 #include <marketData/interestRateCurves/interpolators/interpolationInput.hpp>
 #include <marketData/interestRateCurves/interpolators/interpolateZCRate.hpp>
 #include <marketData/interestRateCurves/interpolators/interpolateDF.hpp>
 #include <marketData/interestRateCurves/interpolators/interpolateInverseDF.hpp>
 #include <marketData/interestRateCurves/interpolators/interpolateLogOfDF.hpp>

 #endif
irCurveInterpolator.hpp
File contains definition of interface of interest rate curve interpolator.

extrapolateLogOfDF.hpp
File contains definition of extrapolate of interest rate curve.

interpolateZCRate.hpp
File contains definition of interpolate zero-coupon rate class.

irCurveCompoundedInterpolator.hpp
File contains implementation of CompoundedInterpolator.

interpolateDF.hpp
File contains definition of interpolate DF class.

irCurveExtrapolator.hpp
File contains definition of interface of interest rate curve extrapolator.

extrapolateFlatZCR.hpp
File contains definition of extrapolate of interest rate curve.

interpolateLogOfDF.hpp
File contains definition of interpolate of log DF class.

interpolateInverseDF.hpp
File contains definition of interpolate inverse DF class.

interpolationInput.hpp
File contains interface of method that provides inputs to interpolation.