curvestate.hpp
std::vector< QuantLib::Real > qlCoterminalSwapAnnuitiesFromDiscountRatios(const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
std::vector< QuantLib::Rate > qlForwardsFromDiscountRatios(const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
LMMCurveState(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &rateTimes, bool permanent)
std::vector< QuantLib::Rate > qlConstantMaturitySwapRatesFromDiscountRatios(const QuantLib::Size spanningForwards, const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
OH_LIB_CLASS(AlphaForm, QuantLib::AlphaForm)
CoterminalSwapCurveState(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &rateTimes, bool permanent)
std::vector< QuantLib::Real > qlConstantMaturitySwapAnnuitiesFromDiscountRatios(const QuantLib::Size spanningForwards, const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
Definition: curvestate.hpp:56
Definition: abcd.hpp:38
Definition: curvestate.hpp:48
Definition: abcd.hpp:30
std::vector< QuantLib::Rate > qlCoterminalSwapRatesFromDiscountRatios(const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
CMSwapCurveState(const boost::shared_ptr< ObjectHandler::ValueObject > &properties, const std::vector< QuantLib::Time > &rateTimes, QuantLib::Size spanningForwards, bool permanent)
Definition: curvestate.hpp:39