QuantLib_BootstrapError

Langue: en

Autres versions - même langue

Version: 383419 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::BootstrapError -

bootstrap error

SYNOPSIS


#include <ql/termstructures/bootstraperror.hpp>

Public Member Functions


BootstrapError (const Curve *curve, const boost::shared_ptr< typename Traits::helper > &instrument, Size segment)

Real operator() (Rate guess) const

Detailed Description

template<class Curve> class QuantLib::BootstrapError< Curve >

bootstrap error

Author

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