interpolators Directory Reference

Files

file  _all_interpolators.hpp [code]
 Contains headers of all files with definitions of classes gathered in interpolator of interest curve module.
 
file  extrapolateFlatZCR.hpp [code]
 File contains definition of extrapolate of interest rate curve.
 
file  extrapolateLogOfDF.hpp [code]
 File contains definition of extrapolate of interest rate curve.
 
file  interpolateDF.hpp [code]
 File contains definition of interpolate DF class.
 
file  interpolateInverseDF.hpp [code]
 File contains definition of interpolate inverse DF class.
 
file  interpolateLogOfDF.hpp [code]
 File contains definition of interpolate of log DF class.
 
file  interpolateZCRate.hpp [code]
 File contains definition of interpolate zero-coupon rate class.
 
file  interpolationInput.hpp [code]
 File contains interface of method that provides inputs to interpolation.
 
file  irCurveCompoundedInterpolator.hpp [code]
 File contains implementation of CompoundedInterpolator.
 
file  irCurveExtrapolator.hpp [code]
 File contains definition of interface of interest rate curve extrapolator.
 
file  irCurveInterpolator.hpp [code]
 File contains definition of interface of interest rate curve interpolator.