piecewiseyieldcurve.hpp

Langue: en

Autres versions - même langue

Version: 379073 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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