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piecewiseyieldcurve.hpp
Langue: en
Version: 379073 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/piecewiseyieldcurve.hpp -piecewise-interpolated term structure
SYNOPSIS
#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/termstructures/localbootstrap.hpp>
#include <ql/termstructures/yield/bootstraptraits.hpp>
#include <ql/patterns/lazyobject.hpp>
Classes
class PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >
Piecewise yield term structure.
Detailed Description
piecewise-interpolated term structure
Author
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