ql/termstructures/yield/fittedbonddiscountcurve.hpp File Reference
Detailed Description
discount curve fitted to a set of fixed-coupon bonds
#include <ql/termstructures/yield/bondhelpers.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/array.hpp>
#include <ql/utilities/clone.hpp>
#include <vector>
Include dependency graph for fittedbonddiscountcurve.hpp:

Namespaces | |
namespace | QuantLib |
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... |