QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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bootstrap error More...
#include <bootstraperror.hpp>
Public Member Functions | |
BootstrapError (const Curve *curve, ext::shared_ptr< typename Traits::helper > instrument, Size segment) | |
Real | operator() (Rate guess) const |
const ext::shared_ptr< typename Traits::helper > & | helper () |
Private Types | |
typedef Curve::traits_type | Traits |
Private Attributes | |
const Curve * | curve_ |
const ext::shared_ptr< typename Traits::helper > | helper_ |
const Size | segment_ |
bootstrap error
Definition at line 37 of file bootstraperror.hpp.
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private |
Definition at line 38 of file bootstraperror.hpp.
BootstrapError | ( | const Curve * | curve, |
ext::shared_ptr< typename Traits::helper > | instrument, | ||
Size | segment | ||
) |
Definition at line 57 of file bootstraperror.hpp.
const ext::shared_ptr< typename Traits::helper > & helper | ( | ) |
Definition at line 44 of file bootstraperror.hpp.
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private |
Definition at line 48 of file bootstraperror.hpp.
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private |
Definition at line 49 of file bootstraperror.hpp.
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private |
Definition at line 50 of file bootstraperror.hpp.