FittedBondDiscountCurve (3) Linux Manual Page

ql/termstructures/yield/fittedbonddiscountcurve.hpp – discount curve fitted to a set of fixed-coupon bonds

Synopsis

#include <ql/termstructures/yield/bondhelpers.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/array.hpp>
#include <ql/utilities/clone.hpp>
#include <vector>

Classes

class FittedBondDiscountCurve
Discount curve fitted to a set of fixed-coupon bonds.
class FittingMethod
Base fitting method used to construct a fitted bond discount curve.

Detailed Description

discount curve fitted to a set of fixed-coupon bonds

Author

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