QuantLib: ql/termstructures Directory Reference

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

termstructures Directory Reference

## Directories

## Files
file | bootstraperror.hpp
| boostrap error.
file | bootstraphelper.hpp
| base helper class used for bootstrapping
file | defaulttermstructure.hpp
| default-probability term structure
file | inflationtermstructure.hpp
| Base classes for inflation term structures.
file | interpolatedcurve.hpp
| Helper class to build interpolated term structures.
file | iterativebootstrap.hpp
| universal piecewise-term-structure boostrapper.
file | localbootstrap.hpp
| localised-term-structure bootstrapper for most curve types.
file | voltermstructure.hpp
| Volatility term structure.
file | yieldtermstructure.hpp
| Interest-rate term structure.