Tag Archive: term structure

QuantLib: Yield Curves

cogitolearning May 24, 2013 Manuals, QuantLib c++, Manual, quantlib, term structure, yield curve

In a previous post I discussed the abstract class TermStructure that defines methods common to any kind of term structure. It was pointed out that many classes inherit from the TermStructure class, including a class called YieldTermStructure. This class is, again,…
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QuantLib: Term Structures

cogitolearning December 3, 2012 Manuals, QuantLib c++, Manual, quantlib, term structure

QuantLib defines an abstract class called TermStrucure. This class defines the base for any kind of term structure. The TermStrucure class is inherited by a number of classes such as YieldTermStructure, InflationTermStructure or DefaultProbabilityTermStructure. The YieldTermStructure defines the base for all…
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