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Reference manual - version ored_version
YieldCurveCalibrationInfo Struct Reference
Inheritance diagram for YieldCurveCalibrationInfo:

Public Attributes

std::string dayCounter
std::string currency
std::vector< QuantLib::Date > pillarDates
std::vector< double > zeroRates
std::vector< double > discountFactors
std::vector< double > times

Static Public Attributes

static const std::vector< QuantLib::Period > defaultPeriods