QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
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.