pillaronlyyieldcurve.hpp File Reference

Yield curves that interpolate only on actual pillar dates, excluding synthetic t=0. More...

#include <ql/math/comparison.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes
class	InterpolatedPillarOnlyDiscountCurve< Interpolator >
	Discount curve interpolating on pillar dates only, excluding synthetic t=0. More...
class	InterpolatedPillarOnlyZeroCurve< Interpolator >
	Zero rate curve interpolating on pillar dates only, excluding synthetic t=0. More...
class	InterpolatedPillarOnlyForwardCurve< Interpolator >
	Forward rate curve interpolating on pillar dates only, excluding synthetic t=0. More...

Detailed Description

Yield curves that interpolate only on actual pillar dates, excluding synthetic t=0.