Reference manual - version ored_version
Inheritance diagram for FittedBondCurveCalibrationInfo:Public Attributes | |
| std::string | fittingMethod |
| std::vector< double > | solution |
| int | iterations = 0 |
| double | costValue = QuantLib::Null<QuantLib::Real>() |
| double | tolerance = QuantLib::Null<QuantLib::Real>() |
| std::vector< std::string > | securities |
| std::vector< QuantLib::Date > | securityMaturityDates |
| std::vector< double > | marketPrices |
| std::vector< double > | modelPrices |
| std::vector< double > | marketYields |
| std::vector< double > | modelYields |
| Public Attributes inherited from YieldCurveCalibrationInfo | |
| std::string | dayCounter |
| std::string | currency |
| std::vector< QuantLib::Date > | pillarDates |
| std::vector< double > | zeroRates |
| std::vector< double > | discountFactors |
| std::vector< double > | times |
Additional Inherited Members | |
| Static Public Attributes inherited from YieldCurveCalibrationInfo | |
| static const std::vector< QuantLib::Period > | defaultPeriods |
