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bootstraptraits.hpp
Langue: en
Version: 373476 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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