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QuantLib_ZeroYield
Langue: en
Version: 374398 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::ZeroYield -Zero-curve traits.
SYNOPSIS
#include <ql/termstructures/yield/bootstraptraits.hpp>
Public Types
typedef BootstrapHelper< YieldTermStructure > helper
Static Public Member Functions
static Date initialDate (const YieldTermStructure *c)
static Rate initialValue (const YieldTermStructure *)
static bool dummyInitialValue ()
static Rate initialGuess ()
static Rate guess (const YieldTermStructure *c, const Date &d)
static Rate minValueAfter (Size, const std::vector< Real > &)
static Rate maxValueAfter (Size, const std::vector< Real > &)
static void updateGuess (std::vector< Rate > &data, Rate rate, Size i)
static Size maxIterations ()
Detailed Description
Zero-curve traits.
Author
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