piecewisepricecurve.hpp File Reference

Piecewise interpolated price term structure. More...

#include <qle/termstructures/iterativebootstrap.hpp>
#include <qle/termstructures/pricecurve.hpp>
#include <ql/termstructures/localbootstrap.hpp>
#include <ql/termstructures/yield/bootstraptraits.hpp>
#include <ql/patterns/lazyobject.hpp>

Go to the source code of this file.

Classes
struct	PriceTraits
	Traits class that is needed for Bootstrap classes to work. More...
class	PiecewisePriceCurve< Interpolator, Bootstrap >
	Piecewise price term structure. More...

Namespaces
namespace	QuantExt

Detailed Description

Piecewise interpolated price term structure.

Definition in file piecewisepricecurve.hpp.