Kinds of term structures

Posted by alexandre lethay-benotmane on
URL: http://quantlib.414.s1.nabble.com/Kinds-of-term-structures-tp2427.html

Hi all,

I would like to know the difference between the following available term structures :

 

- PiecewiseFlatForward (well I suppose, discount factors are interpolated on a dicount curve, so that forward rates are flat),

- ForwardRateStructure,

- DiscountStructure,

- ZeroYieldStructure.

 

Do these class implementations share the same bootstrapping method?

Actually, I am looking for a structure providing discount factors retrieved via an interpolation based on the zero rates, so that to get non-flat forward rates.

 

Thanks for help.

 

Alex