QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
bootstrap traits
Definition in file bootstraptraits.hpp.