QuantLib: ql/quotes Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

quotes Directory Reference

## Files
file | compositequote.hpp
| purely virtual base class for market observables
file | derivedquote.hpp
| market quote whose value depends on another quote
file | eurodollarfuturesquote.hpp
| quote for the Eurodollar-future implied standard deviation
file | forwardswapquote.hpp
| quote for a forward starting swap
file | forwardvaluequote.hpp
| quote for the forward value of an index
file | futuresconvadjustmentquote.hpp
| quote for the futures-convexity adjustment of an index
file | impliedstddevquote.hpp
| quote for the implied standard deviation of an underlying
file | lastfixingquote.hpp
| quote for the last fixing available for a given index
file | simplequote.hpp
| simple quote class