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QuantLib_IterativeBootstrap
Langue: en
Version: 383825 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::IterativeBootstrap -Universal piecewise-term-structure boostrapper.
SYNOPSIS
#include <ql/termstructures/iterativebootstrap.hpp>
Public Member Functions
void setup (Curve *ts)
void calculate () const
Detailed Description
template<class Curve> class QuantLib::IterativeBootstrap< Curve >
Universal piecewise-term-structure boostrapper.Author
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