# yieldtermstructures man page

yieldtermstructures — Term structures

### Classes

classInterpolatedDiscountCurve< Interpolator >YieldTermStructurebased on interpolation of discount factors.

classFittedBondDiscountCurveDiscountcurve fitted to a set of fixed-coupon bonds.

classFlatForward

Flat interest-rate curve.

classInterpolatedForwardCurve< Interpolator >YieldTermStructurebased on interpolation of forward rates.

classForwardSpreadedTermStructure

Term structure with added spread on the instantaneous forward rate.

classForwardRateStructure

Forward-rate term structure

classImpliedTermStructure

Implied term structure at a given date in the future.

classPiecewiseYieldCurve< Traits, Interpolator, Bootstrap >

Piecewise yield term structure.

classInterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >

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

classInterpolatedZeroCurve< Interpolator >YieldTermStructurebased on interpolation of zero rates.

classZeroSpreadedTermStructure

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

classZeroYieldStructure

Zero-yield term structure.

classYieldTermStructure

Interest-rate term structure.

### Typedefs

typedefInterpolatedDiscountCurve<LogLinear>DiscountCurve

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

typedefInterpolatedForwardCurve<BackwardFlat>ForwardCurve

Term structure based on flat interpolation of forward rates.

typedefInterpolatedPiecewiseZeroSpreadedTermStructure<Linear>PiecewiseZeroSpreadedTermStructure

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

typedefInterpolatedZeroCurve<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).