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Yield Curve in Quantlib

What is a yield curve? Yield curve is the term structure of intrest rate. In other words, it shows the relationship between time to maturity and interest rates. Base class: TermStructure Overvie...

Posted by Grant6899 on November 25, 2017

Observer, Observable and LazyObject

Observer and Observable Intent Define a one-to-many dependency between objects so that when one object changes state, all its dependents are notified and updated automatically Applicability Use...

Posted by Grant6899 on November 24, 2017

Singleton

Intent Ensure a class only has one instance, and provide a global point of access to it. Applicability There must be exactly one instance of a classs and it must be accessible to clients from...

Posted by Grant6899 on November 23, 2017

Effective STL Notes

What written here is a brief summary for what I’ve learnd from Effective STL by Scott Meyers. The purpose of doing this is to remind myself every now and then in case these tricks get rusty. Item ...

Posted by Grant6899 on November 21, 2017

Lambda Function

Lambda function: Replacement for global functions or function objects(functors), can generate unnamed function objects. General syntax: [capture variables] (input arguments) <mutable>...

Posted by Grant6899 on December 20, 2016

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