QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
discount curve fitted to a set of bonds
Definition in file fittedbonddiscountcurve.hpp.