yield Directory Reference

Files

file  bondhelpers.hpp
 bond rate helpers
 
file  bootstraptraits.hpp
 bootstrap traits
 
file  discountcurve.hpp
 interpolated discount factor structure
 
file  drifttermstructure.hpp
 Drift term structure.
 
file  fittedbonddiscountcurve.hpp
 discount curve fitted to a set of bonds
 
file  flatforward.hpp
 flat forward rate term structure
 
file  forwardcurve.hpp
 interpolated forward-rate structure
 
file  forwardspreadedtermstructure.hpp
 Forward-spreaded term structure.
 
file  forwardstructure.hpp
 Forward-based yield term structure.
 
file  impliedtermstructure.hpp
 Implied term structure.
 
file  nonlinearfittingmethods.hpp
 nonlinear methods to fit a bond discount function
 
file  oisratehelper.hpp
 Overnight Indexed Swap (aka OIS) rate helpers.
 
file  piecewiseyieldcurve.hpp
 piecewise-interpolated term structure
 
file  piecewisezerospreadedtermstructure.hpp
 Piecewise-zero-spreaded term structure.
 
file  quantotermstructure.hpp
 Quanto term structure.
 
file  ratehelpers.hpp
 deposit, FRA, futures, and swap rate helpers
 
file  zerocurve.hpp
 interpolated zero-rates structure
 
file  zerospreadedtermstructure.hpp
 Zero spreaded term structure.
 
file  zeroyieldstructure.hpp
 Zero-yield based term structure.