calibrationhelper.hpp

Langue: en

Autres versions - même langue

Version: 378919 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/models/calibrationhelper.hpp -

Calibration helper class.

SYNOPSIS


#include <ql/quote.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes


class CalibrationHelper
liquid market instrument used during calibration

Detailed Description

Calibration helper class.

Author

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