Definitions of interpolators and extrapolators of interest rate curve. More...

Classes
class	julian::ir::ExtrapolateFlatZCR
	Class extrapolates the zero coupon rate. More...

class	julian::ir::ExtrapolateLogOfDF
	Class extrapolates the interest rate curve. More...

class	julian::ir::CompoundedInterpolator
	Definition of compounded interpolator. More...

class	julian::ir::Extrapolator
	Class implements the interface of interest rate curve interpolator. More...

class	julian::ir::Interpolator
	Class implements the interface of interest rate curve interpolator. More...

Functions
template<class INTERPOLATOR , class INPUTS >
CompoundedInterpolator	julian::ir::makeCompoundedInterpolator ()
	Simple class constructing the interpolator. More...

Detailed Description

Definitions of interpolators and extrapolators of interest rate curve.

Function Documentation

template<class INTERPOLATOR , class INPUTS >

CompoundedInterpolator julian::ir::makeCompoundedInterpolator ( )

Simple class constructing the interpolator.