# yieldtermstructures man page

yieldtermstructures

## Synopsis

### Classes

class **MultiCurveSensitivities**

Multi curve sensitivities.

class **InterpolatedDiscountCurve< Interpolator >****YieldTermStructure** based on interpolation of discount factors.

class **FittedBondDiscountCurve****Discount** curve fitted to a set of fixed-coupon bonds.

class **FlatForward**

Flat interest-rate curve.

class **InterpolatedForwardCurve< Interpolator >****YieldTermStructure** based on interpolation of forward rates.

class **ForwardSpreadedTermStructure**

Term structure with added spread on the instantaneous forward rate.

class **ForwardRateStructure**

Forward-rate term structure

class **ImpliedTermStructure**

Implied term structure at a given date in the future.

class **InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >**

Yield curve with an added vector of spreads on the zero-yield rate.

class **InterpolatedZeroCurve< Interpolator >****YieldTermStructure** based on interpolation of zero rates.

class **ZeroSpreadedTermStructure**

Term structure with an added spread on the zero yield rate.

class **ZeroYieldStructure**

Zero-yield term structure.

class **YieldTermStructure**

Interest-rate term structure.

### Typedefs

typedef **InterpolatedDiscountCurve**< **LogLinear** > **DiscountCurve**

Term structure based on log-linear interpolation of discount factors.

typedef **InterpolatedForwardCurve**< **BackwardFlat** > **ForwardCurve**

Term structure based on flat interpolation of forward rates.

typedef **InterpolatedPiecewiseZeroSpreadedTermStructure**< **Linear** > **PiecewiseZeroSpreadedTermStructure**

Piecewise zero-spreaded yield curve based on linear interpolation of zero rates.

typedef **InterpolatedZeroCurve**< **Linear** > **ZeroCurve**

Term structure based on linear interpolation of zero yields.

## Detailed Description

The abstract class **QuantLib::YieldTermStructure** provides the common interface to concrete yield-rate term structure models. Among others, methods are declared which return instantaneous forward rate, discount factor, and zero rate at a given date. Adapter classes are provided which already implement part of the required methods, thus allowing the programmer to define only the non-redundant part.

## Typedef Documentation

### typedef InterpolatedDiscountCurve<LogLinear> DiscountCurve

Term structure based on log-linear interpolation of discount factors. Log-linear interpolation guarantees piecewise-constant forward rates.

### typedef InterpolatedForwardCurve<BackwardFlat> ForwardCurve

Term structure based on flat interpolation of forward rates.

### typedef InterpolatedPiecewiseZeroSpreadedTermStructure<Linear> PiecewiseZeroSpreadedTermStructure

Piecewise zero-spreaded yield curve based on linear interpolation of zero rates.

### typedef InterpolatedZeroCurve<Linear> ZeroCurve

Term structure based on linear interpolation of zero yields.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

DiscountCurve(3), ForwardCurve(3), PiecewiseZeroSpreadedTermStructure(3) and ZeroCurve(3) are aliases of yieldtermstructures(3).