QuantLib: ql/termstructures/yield/bootstraptraits.hpp File Reference

### A free/open-source library for quantitative finance

# ql/termstructures/yield/bootstraptraits.hpp File Reference

## Detailed Description

bootstrap traits

`#include <ql/termstructures/yield/discountcurve.hpp>`
`#include <ql/termstructures/yield/zerocurve.hpp>`
`#include <ql/termstructures/yield/forwardcurve.hpp>`
`#include <ql/termstructures/bootstraphelper.hpp>`

Include dependency graph for bootstraptraits.hpp:

## Namespaces
namespace | QuantLib
## Classes
struct | Discount
| Discount-curve traits. More...
struct | ZeroYield
| Zero-curve traits. More...
struct | ForwardRate
| Forward-curve traits. More...