QuantLib 0.3.11
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Reference manual
ql/TermStructures/affinetermstructure.hpp File Reference
Detailed Description
Affine term structure.
#include <ql/ShortRateModels/model.hpp>
#include <ql/Optimization/method.hpp>
#include <ql/TermStructures/ratehelpers.hpp>
#include <ql/Patterns/lazyobject.hpp>
Include dependency graph for affinetermstructure.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | AffineTermStructure |
| Term-structure implied by an affine model. More... | |
