Hi Kennethk,
For rates traits, there is only 3: Discount, Forward, ZeroYield
They are all defined in the file:
ql\termstructures\yield\bootstraptraits.hpp
For interpolation traits, there is many I think, all under the folder:
ql\math\interpolations
for the interpolation methods which defined interpolation factories and
traits, they can be used in the piecewiseyieldcurve construction.
Regards,
Cheng
-----邮件原件-----
发件人: kennethk [mailto:
[hidden email]]
发送时间: 2015年8月19日 10:42
收件人:
[hidden email]
主题: [Quantlib-users] Quick question: list for traits
Hi all,
I'm sorry to ask the simplest of all questions - completely new to c++ & ql
here.
Anyway I'm trying to build a PiecewiseYieldCurve. My code goes:
PiecewiseYieldCurve<ZeroYield,Linear> something(...)
I would just like to ask if it's possible to get a list of typename Traits &
typename Interpolator? I guess it's pretty obvious/trivial, but I just
wonder if it's possible to get a list easily (much like list of calendar by
countries in the Reference Manual).
Thanks! :)
--
View this message in context:
http://quantlib.10058.n7.nabble.com/Quick-question-list-for-traits-tp16809.html
Sent from the quantlib-users mailing list archive at Nabble.com.
----------------------------------------------------------------------------
--
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users------------------------------------------------------------------------------
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users