curvestate.hpp File Reference

#include <ql/math/array.hpp>
#include <vector>
#include <memory>

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Classes
class	CurveState
	Curve state for market-model simulations More...

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)