Class BootstrapHelperFunctions
- Namespace
- NanoQL.TermStructures
- Assembly
- NanoQL.dll
The free functions of QuantLib's bootstraphelper.hpp.
public static class BootstrapHelperFunctions
- Inheritance
-
BootstrapHelperFunctions
- Inherited Members
Methods
ToString(PillarChoice)
A pillar choice's text, as QuantLib's stream operator writes it.
public static string ToString(PillarChoice type)
Parameters
typePillarChoiceThe pillar choice.
Returns
- string
"MaturityPillarDate", "LastRelevantPillarDate" or "CustomPillarDate".
Exceptions
- ArgumentOutOfRangeException
typeisn't a member of its type.