fittedbonddiscountcurve.hpp File Reference

discount curve fitted to a set of bonds More...

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

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

discount curve fitted to a set of bonds

Definition in file fittedbonddiscountcurve.hpp.