PiecewiseYieldCurve (3) Linux Manual Page

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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