QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
marketmodels Directory Reference

Directories

Files

file  forwardforwardmappings.hpp
 Utility functions for mapping between forward rates of varying tenor.
 
file  historicalforwardratesanalysis.hpp
 Statistical analysis of historical forward rates.
 
file  historicalratesanalysis.hpp
 Statistical analysis of historical rates.
 
file  swapforwardmappings.hpp
 Utility functions for mapping between swap rate and forward rate.