piecewiseyieldcurve (3) - Linux Manuals

piecewiseyieldcurve: piecewise-interpolated term structure

NAME

ql/termstructures/yield/piecewiseyieldcurve.hpp - piecewise-interpolated term structure

SYNOPSIS

#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/termstructures/localbootstrap.hpp>
#include <ql/termstructures/yield/bootstraptraits.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>

Classes

class PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >
Piecewise yield term structure.

Detailed Description

piecewise-interpolated term structure

Author

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