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ql/termstructures/yield/piecewiseyieldcurve.hpp

NAME

ql/termstructures/yield/piecewiseyieldcurve.hpp −

piecewise-interpolated term structure

SYNOPSIS

#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/termstructures/localbootstrap.hpp>
#include <ql/termstructures/yield/bootstraptraits.hpp>
#include <ql/patterns/lazyobject.hpp>

Classes

class PiecewiseYieldCurve< Traits, Interpolator, Bootstrap >
Piecewise yield term structure.

Detailed Description

piecewise-interpolated term structure

Author

Generated automatically by Doxygen for QuantLib from the source code.

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