QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Zero-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 rate, Size i) |
static Size | maxIterations () |
Zero-curve traits.
Definition at line 116 of file bootstraptraits.hpp.
typedef BootstrapHelper<YieldTermStructure> helper |
Definition at line 123 of file bootstraptraits.hpp.
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Definition at line 130 of file bootstraptraits.hpp.
Definition at line 136 of file bootstraptraits.hpp.
Definition at line 155 of file bootstraptraits.hpp.
Definition at line 169 of file bootstraptraits.hpp.
Definition at line 184 of file bootstraptraits.hpp.
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Definition at line 192 of file bootstraptraits.hpp.