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bootstraphelper.hpp
Langue: en
Version: 375638 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/bootstraphelper.hpp -base helper class used for bootstrapping
SYNOPSIS
#include <ql/quote.hpp>
#include <ql/time/date.hpp>
#include <ql/handle.hpp>
#include <ql/patterns/observable.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/settings.hpp>
Classes
class BootstrapHelper< TS >
Base helper class for bootstrapping.
class RelativeDateBootstrapHelper< TS >
Bootstrap helper with date schedule relative to global evaluation date.
Detailed Description
base helper class used for bootstrapping
Author
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