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...