ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp File Reference


Detailed Description

piecewise-interpolated term structure

#include <ql/quote.hpp>
#include <ql/termstructures/yieldcurves/discountcurve.hpp>
#include <ql/termstructures/yieldcurves/bootstraptraits.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/solvers1d/brent.hpp>

Include dependency graph for piecewiseyieldcurve.hpp:


Namespaces

namespace  QuantLib
namespace  QuantLib::detail

Classes

class  RateHelper
 Base helper class for yield-curve bootstrapping. More...
class  PiecewiseYieldCurve
 Piecewise yield term structure. More...