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YieldCurve::InterpolationMethod | parseYieldCurveInterpolationMethod (const string &s) |
| Helper function for parsing interpolation method.
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YieldCurve::InterpolationVariable | parseYieldCurveInterpolationVariable (const string &s) |
| Helper function for parsing interpolation variable.
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template<template< class > class CurveType> |
boost::shared_ptr< YieldTermStructure > | buildYieldCurve (const vector< Date > &dates, const vector< QuantLib::Real > &rates, const DayCounter &dayCounter, YieldCurve::InterpolationMethod interpolationMethod) |
| Templated function to build a YieldTermStructure and apply interpolation methods to it.
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boost::shared_ptr< YieldTermStructure > | zerocurve (const vector< Date > &dates, const vector< Rate > &yields, const DayCounter &dayCounter, YieldCurve::InterpolationMethod interpolationMethod) |
| Create a Interpolated Zero Curve and apply interpolators.
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boost::shared_ptr< YieldTermStructure > | discountcurve (const vector< Date > &dates, const vector< DiscountFactor > &dfs, const DayCounter &dayCounter, YieldCurve::InterpolationMethod interpolationMethod) |
| Create a Interpolated Discount Curve and apply interpolators.
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boost::shared_ptr< YieldTermStructure > | forwardcurve (const vector< Date > &dates, const vector< Rate > &forwards, const DayCounter &dayCounter, YieldCurve::InterpolationMethod interpolationMethod) |
| Create a Interpolated Forward Curve and apply interpolators.
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Wrapper class for QuantLib term structures.