QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Discount-curve traits. More...
#include <bootstraptraits.hpp>
Classes | |
struct | curve |
Public Types | |
typedef BootstrapHelper< YieldTermStructure > | helper |
Static Public Member Functions | |
static Date | initialDate (const YieldTermStructure *c) |
static Real | initialValue (const YieldTermStructure *) |
template<class C > | |
static Real | guess (Size i, const C *c, bool validData, Size) |
template<class C > | |
static Real | minValueAfter (Size i, const C *c, bool validData, Size) |
template<class C > | |
static Real | maxValueAfter (Size i, const C *c, bool validData, Size) |
static void | updateGuess (std::vector< Real > &data, Real discount, Size i) |
static Size | maxIterations () |
Discount-curve traits.
Definition at line 44 of file bootstraptraits.hpp.
typedef BootstrapHelper<YieldTermStructure> helper |
Definition at line 51 of file bootstraptraits.hpp.
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Definition at line 58 of file bootstraptraits.hpp.
Definition at line 64 of file bootstraptraits.hpp.
Definition at line 82 of file bootstraptraits.hpp.
Definition at line 95 of file bootstraptraits.hpp.
Definition at line 105 of file bootstraptraits.hpp.
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Definition at line 111 of file bootstraptraits.hpp.