QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Default-density-curve traits. More...
#include <probabilitytraits.hpp>
Classes | |
struct | curve |
Public Types | |
typedef BootstrapHelper< DefaultProbabilityTermStructure > | helper |
Static Public Member Functions | |
static Date | initialDate (const DefaultProbabilityTermStructure *c) |
static Real | initialValue (const DefaultProbabilityTermStructure *) |
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 density, Size i) |
static Size | maxIterations () |
Default-density-curve traits.
Definition at line 192 of file probabilitytraits.hpp.
Definition at line 199 of file probabilitytraits.hpp.
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Definition at line 205 of file probabilitytraits.hpp.
Definition at line 211 of file probabilitytraits.hpp.
Definition at line 229 of file probabilitytraits.hpp.
Definition at line 241 of file probabilitytraits.hpp.
Definition at line 256 of file probabilitytraits.hpp.
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Definition at line 264 of file probabilitytraits.hpp.