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iterativebootstrap.hpp
Langue: en
Version: 374717 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/iterativebootstrap.hpp -universal piecewise-term-structure boostrapper.
SYNOPSIS
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/termstructures/bootstraperror.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/utilities/dataformatters.hpp>
Classes
class IterativeBootstrap< Curve >
Universal piecewise-term-structure boostrapper.
Detailed Description
universal piecewise-term-structure boostrapper.
Author
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