Interest Rate Curve Interpolators
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.