ql/TermStructures/affinetermstructure.hpp File Reference


Detailed Description

Affine term structure.

#include <ql/ShortRateModels/model.hpp>
#include <ql/Optimization/method.hpp>
#include <ql/TermStructures/ratehelpers.hpp>
#include <ql/Patterns/lazyobject.hpp>

Include dependency graph for affinetermstructure.hpp:


Namespaces

namespace  QuantLib

Classes

class  AffineTermStructure
 Term-structure implied by an affine model. More...