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

bootstrap traits More...

#include <ql/termstructures/yield/discountcurve.hpp>
#include <ql/termstructures/yield/zerocurve.hpp>
#include <ql/termstructures/yield/interpolatedsimplezerocurve.hpp>
#include <ql/termstructures/yield/forwardcurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Go to the source code of this file.

Classes

struct  Discount
 Discount-curve traits. More...
 
struct  Discount::curve< Interpolator >
 
struct  ZeroYield
 Zero-curve traits. More...
 
struct  ZeroYield::curve< Interpolator >
 
struct  ForwardRate
 Forward-curve traits. More...
 
struct  ForwardRate::curve< Interpolator >
 
struct  SimpleZeroYield
 Simple Zero-curve traits. More...
 
struct  SimpleZeroYield::curve< Interpolator >
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Variables

const Real avgRate = 0.05
 
const Real maxRate = 1.0
 

Detailed Description

bootstrap traits

Definition in file bootstraptraits.hpp.