Yld Crv Model


Yld Crv Model refers to List of available QuantLib YieldCurveModel types as described in the Patrick S. Hagan paper titled "Convexity Conundrums Pricing IRS Swaps, Caps, and Floors". Web reference available
here
Available Yld Crv Model types:
Exact Yield
Non Parallel Shifts
Parallel Shifts
Standard