DriftTermStructure (3) Linux Manual Page
QuantLib::DriftTermStructure – Drift term structure. Synopsis#include <ql/termstructures/yield/drifttermstructure.hpp> Inherits QuantLib::ZeroYieldStructure. Public Member FunctionsDriftTermStructure (const Handle< YieldTermStructure > &riskFreeTS, const Handle< YieldTermStructure > ÷ndTS, const Handle< BlackVolTermStructure > &blackVolTS) YieldTermStructure interface DayCounter dayCounter () const the day counter used for date/time conversion Calendar calendar () const the calendar used for reference and/or option date calculation Natural settlementDays…
