TipsVal
Valuation library for inflation-indexed bonds
Classes
interest_rate_model.h File Reference
#include "andrew_kalotay_associates/tipsval/dll_macros.h"
#include "andrew_kalotay_associates/tipsval/structs.h"

Go to the source code of this file.

Classes

class  AndrewKalotayAssociates::TipsVal::InterestRateModel
 Converts par yield curve into a discount factor curve. More...
 

Detailed Description

Version: 2.2.4
Date: 20201123
Copyright (c) 2013-2020, Andrew Kalotay Associates. All rights reserved.
Consult your license for permissions and restrictions.