QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Forward-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, const C *c, bool validData, Size) |
template<class C > | |
static Real | maxValueAfter (Size, const C *c, bool validData, Size) |
static void | updateGuess (std::vector< Real > &data, Real forward, Size i) |
static Size | maxIterations () |
Forward-curve traits.
Definition at line 197 of file bootstraptraits.hpp.
typedef BootstrapHelper<YieldTermStructure> helper |
Definition at line 204 of file bootstraptraits.hpp.
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Definition at line 211 of file bootstraptraits.hpp.
Definition at line 217 of file bootstraptraits.hpp.
Definition at line 236 of file bootstraptraits.hpp.
Definition at line 250 of file bootstraptraits.hpp.
Definition at line 265 of file bootstraptraits.hpp.
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Definition at line 273 of file bootstraptraits.hpp.