ql/termstructures/yield/fittedbonddiscountcurve.hpp File Reference

discount curve fitted to a set of fixed-coupon bonds More...

#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:


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...

Detailed Description

discount curve fitted to a set of fixed-coupon bonds