- QuantLib
- ZeroYield
Zero-curve traits. More...
#include <ql/termstructures/yield/bootstraptraits.hpp>
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.