QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Private Types | Private Attributes | List of all members
BootstrapError< Curve > Class Template Reference

bootstrap error More...

#include <bootstraperror.hpp>

+ Collaboration diagram for BootstrapError< Curve >:

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_
 

Detailed Description

template<class Curve>
class QuantLib::BootstrapError< Curve >

bootstrap error

Definition at line 37 of file bootstraperror.hpp.

Member Typedef Documentation

◆ Traits

typedef Curve::traits_type Traits
private

Definition at line 38 of file bootstraperror.hpp.

Constructor & Destructor Documentation

◆ BootstrapError()

BootstrapError ( const Curve *  curve,
ext::shared_ptr< typename Traits::helper >  instrument,
Size  segment 
)

Definition at line 57 of file bootstraperror.hpp.

Member Function Documentation

◆ operator()()

Real operator() ( Rate  guess) const

◆ helper()

const ext::shared_ptr< typename Traits::helper > & helper ( )

Definition at line 44 of file bootstraperror.hpp.

Member Data Documentation

◆ curve_

const Curve* curve_
private

Definition at line 48 of file bootstraperror.hpp.

◆ helper_

const ext::shared_ptr<typename Traits::helper> helper_
private

Definition at line 49 of file bootstraperror.hpp.

◆ segment_

const Size segment_
private

Definition at line 50 of file bootstraperror.hpp.