iterativebootstrap.hpp File Reference

Straight copy of ql/termstructures/iterativebootstrap.hpp with minor changes. More...

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/math/solvers1d/finitedifferencenewtonsafe.hpp>
#include <ql/termstructures/bootstraperror.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/utilities/dataformatters.hpp>

Go to the source code of this file.

Classes
class	IterativeBootstrap< Curve >

Namespaces
namespace	QuantExt
namespace	QuantExt::detail

Functions
template<class Curve >
QuantLib::Real	dontThrowFallback (const QuantLib::BootstrapError< Curve > &error, QuantLib::Real xMin, QuantLib::Real xMax, QuantLib::Size steps)

Detailed Description

Straight copy of ql/termstructures/iterativebootstrap.hpp with minor changes.

Definition in file iterativebootstrap.hpp.