QuantLib_IterativeBootstrap

Langue: en

Autres versions - même langue

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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