localbootstrap.hpp

Langue: en

Autres versions - même langue

Version: 377754 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/localbootstrap.hpp -

localised-term-structure bootstrapper for most curve types.

SYNOPSIS


#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/math/optimization/costfunction.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/armijo.hpp>
#include <ql/math/optimization/levenbergmarquardt.hpp>
#include <ql/math/optimization/problem.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <boost/shared_ptr.hpp>

Classes


class LocalBootstrap< Curve >
Localised-term-structure bootstrapper for most curve types.

Detailed Description

localised-term-structure bootstrapper for most curve types.

Author

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