fittedbonddiscountcurve.hpp

Langue: en

Autres versions - même langue

Version: 379631 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/yield/fittedbonddiscountcurve.hpp -

discount curve fitted to a set of fixed-coupon bonds

SYNOPSIS


#include <ql/termstructures/yield/bondhelpers.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/array.hpp>
#include <ql/utilities/clone.hpp>

Classes


class FittedBondDiscountCurve
Discount curve fitted to a set of fixed-coupon bonds.
class FittedBondDiscountCurve::FittingMethod
Base fitting method used to construct a fitted bond discount curve.

Detailed Description

discount curve fitted to a set of fixed-coupon bonds

Author

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