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fittedbonddiscountcurve.hpp
Langue: en
Version: 164019 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/fittedbonddiscountcurve.hpp - discount curve fitted to a set of fixed-coupon bondsSYNOPSIS
#include <ql/termstructures/yield/bondhelpers.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/array.hpp>
#include <ql/utilities/clone.hpp>
#include <vector>
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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