Piecewise interpolated price term structure. More...
#include <qle/termstructures/iterativebootstrap.hpp>
#include <qle/termstructures/pricecurve.hpp>
#include <ql/termstructures/localbootstrap.hpp>
#include <ql/termstructures/yield/bootstraptraits.hpp>
#include <ql/patterns/lazyobject.hpp>
Classes | |
struct | PriceTraits |
Traits class that is needed for Bootstrap classes to work. More... | |
class | PiecewisePriceCurve< Interpolator, Bootstrap > |
Piecewise price term structure. More... | |
Piecewise interpolated price term structure.