bootstrap traits More...
#include <ql/termstructures/yield/discountcurve.hpp>#include <ql/termstructures/yield/zerocurve.hpp>#include <ql/termstructures/yield/forwardcurve.hpp>#include <ql/termstructures/bootstraphelper.hpp>
Classes | |
| struct | Discount |
| Discount-curve traits. More... | |
| struct | ZeroYield |
| Zero-curve traits. More... | |
| struct | ForwardRate |
| Forward-curve traits. More... | |
Variables | |
| const Real | avgRate = 0.05 |
| const Real | maxRate = 1.0 |
bootstrap traits