#include <bootstraphelper.hpp>
Collaboration diagram for Pillar:
Public Types | |
| enum | Choice { MaturityDate , LastRelevantDate , CustomDate } |
| Enumeration for pillar determination alternatives. More... | |
Detailed Description
Definition at line 40 of file bootstraphelper.hpp.
Member Enumeration Documentation
◆ Choice
| enum Choice |
Enumeration for pillar determination alternatives.
These alternatives specify the determination of the pillar date.
| Enumerator | |
|---|---|
| MaturityDate | |
| LastRelevantDate | instruments maturity date |
| CustomDate | last date relevant for instrument pricing custom choice |
Definition at line 43 of file bootstraphelper.hpp.