ql/termstructures/yield/bootstraptraits.hpp File Reference

bootstrap traits More...

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

Include dependency graph for bootstraptraits.hpp:


Classes

struct  Discount
 Discount-curve traits. More...
struct  ZeroYield
 Zero-curve traits. More...
struct  ForwardRate
 Forward-curve traits. More...

Variables

const Rate avgRate = 0.05

Detailed Description

bootstrap traits