avgRate (3) - Linux Manuals

avgRate: bootstrap traits

NAME

ql/termstructures/yield/bootstraptraits.hpp - bootstrap traits

SYNOPSIS

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

Classes

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

Variables

const Rate avgRate = 0.05

Detailed Description

bootstrap traits

Author

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