bootstraphelper.hpp

Langue: en

Autres versions - même langue

Version: 375638 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/bootstraphelper.hpp -

base helper class used for bootstrapping

SYNOPSIS


#include <ql/quote.hpp>
#include <ql/time/date.hpp>
#include <ql/handle.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/settings.hpp>

Classes


class BootstrapHelper< TS >
Base helper class for bootstrapping.
class RelativeDateBootstrapHelper< TS >
Bootstrap helper with date schedule relative to global evaluation date.

Detailed Description

base helper class used for bootstrapping

Author

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