iterativebootstrap.hpp

Langue: en

Autres versions - même langue

Version: 374717 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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