bootstraptraits.hpp File Reference

bootstrap traits More...

#include <ql/termstructures/yield/discountcurve.hpp>
#include <ql/termstructures/yield/zerocurve.hpp>
#include <ql/termstructures/yield/interpolatedsimplezerocurve.hpp>
#include <ql/termstructures/yield/forwardcurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Go to the source code of this file.

Classes
struct	Discount
	Discount-curve traits. More...
struct	Discount::curve< Interpolator >
struct	ZeroYield
	Zero-curve traits. More...
struct	ZeroYield::curve< Interpolator >
struct	ForwardRate
	Forward-curve traits. More...
struct	ForwardRate::curve< Interpolator >
struct	SimpleZeroYield
	Simple Zero-curve traits. More...
struct	SimpleZeroYield::curve< Interpolator >

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Variables
const Real	avgRate = 0.05
const Real	maxRate = 1.0

Detailed Description

bootstrap traits

Definition in file bootstraptraits.hpp.