iterativebootstrap.hpp File Reference

universal piecewise-term-structure boostrapper. More...

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

Go to the source code of this file.

Classes
class	IterativeBootstrap< Curve >
	Universal piecewise-term-structure boostrapper. More...

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

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

Detailed Description

universal piecewise-term-structure boostrapper.

Definition in file iterativebootstrap.hpp.