PiecewiseYieldCurveCalibrationInfo Struct Reference

#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>

Inheritance diagram for PiecewiseYieldCurveCalibrationInfo:

Collaboration diagram for PiecewiseYieldCurveCalibrationInfo:

Additional Inherited Members
Public Member Functions inherited from YieldCurveCalibrationInfo
virtual	~YieldCurveCalibrationInfo ()
Public Attributes inherited from YieldCurveCalibrationInfo
std::string	dayCounter
std::string	currency
std::vector< QuantLib::Date >	pillarDates
std::vector< double >	zeroRates
std::vector< double >	discountFactors
std::vector< double >	times
Static Public Attributes inherited from YieldCurveCalibrationInfo
static const std::vector< QuantLib::Period >	defaultPeriods

Detailed Description

Definition at line 55 of file todaysmarketcalibrationinfo.hpp.