QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Namespaces | |
namespace | QuantLib |
Functions | |
void | forwardsFromDiscountRatios (const Size firstValidIndex, const std::vector< DiscountFactor > &ds, const std::vector< Time > &taus, std::vector< Rate > &fwds) |
void | coterminalFromDiscountRatios (const Size firstValidIndex, const std::vector< DiscountFactor > &discountFactors, const std::vector< Time > &taus, std::vector< Rate > &cotSwapRates, std::vector< Real > &cotSwapAnnuities) |
void | constantMaturityFromDiscountRatios (const Size spanningForwards, const Size firstValidIndex, const std::vector< DiscountFactor > &ds, const std::vector< Time > &taus, std::vector< Rate > &constMatSwapRates, std::vector< Real > &constMatSwapAnnuities) |