QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
fittedbonddiscountcurve.hpp File Reference

discount curve fitted to a set of bonds More...

#include <ql/termstructures/yield/bondhelpers.hpp>
#include <ql/math/optimization/method.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/array.hpp>
#include <ql/utilities/clone.hpp>

Go to the source code of this file.

Classes

class  FittedBondDiscountCurve
 Discount curve fitted to a set of fixed-coupon bonds. More...
 
class  FittedBondDiscountCurve::FittingMethod
 Base fitting method used to construct a fitted bond discount curve. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

discount curve fitted to a set of bonds

Definition in file fittedbonddiscountcurve.hpp.