QuantLib: ql/termstructures/yield Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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yield Directory Reference

## Files
file | bondhelpers.hpp
| bond rate helpers
file | bootstraptraits.hpp
| bootstrap traits
file | discountcurve.hpp
| interpolated discount factor structure
file | drifttermstructure.hpp
| Drift term structure.
file | fittedbonddiscountcurve.hpp
| discount curve fitted to a set of bonds
file | flatforward.hpp
| flat forward rate term structure
file | forwardcurve.hpp
| interpolated forward-rate structure
file | forwardspreadedtermstructure.hpp
| Forward-spreaded term structure.
file | forwardstructure.hpp
| Forward-based yield term structure.
file | impliedtermstructure.hpp
| Implied term structure.
file | nonlinearfittingmethods.hpp
| nonlinear methods to fit a bond discount function
file | oisratehelper.hpp
| Overnight Indexed Swap (aka OIS) rate helpers.
file | piecewiseyieldcurve.hpp
| piecewise-interpolated term structure
file | piecewisezerospreadedtermstructure.hpp
| Piecewise-zero-spreaded term structure.
file | quantotermstructure.hpp
| Quanto term structure.
file | ratehelpers.hpp
| deposit, FRA, futures, and swap rate helpers
file | zerocurve.hpp
| interpolated zero-rates structure
file | zerospreadedtermstructure.hpp
| Zero spreaded term structure.
file | zeroyieldstructure.hpp
| Zero-yield based term structure.