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.