QuantLib_BootstrapError (3) - Linux Manuals
QuantLib_BootstrapError: bootstrap error
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 errorAuthor
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