bootstrap traits More...
#include <ql/termstructures/yield/discountcurve.hpp>
#include <ql/termstructures/yield/zerocurve.hpp>
#include <ql/termstructures/yield/forwardcurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
Classes | |
struct | Discount |
Discount-curve traits. More... | |
struct | ZeroYield |
Zero-curve traits. More... | |
struct | ForwardRate |
Forward-curve traits. More... | |
Namespaces | |
QuantLib | |
Variables | |
const Real | avgRate = 0.05 |
const Real | maxRate = 1.0 |
bootstrap traits