bootstraptraits.hpp

Langue: en

Autres versions - même langue

Version: 151862 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/yield/bootstraptraits.hpp - bootstrap traits

SYNOPSIS


#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.
struct ZeroYield
Zero-curve traits.
struct ForwardRate
Forward-curve traits.

Variables


const Rate avgRate = 0.05

Detailed Description

bootstrap traits

Author

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