QuantLib_IterativeBootstrap (3) - Linux Manuals

QuantLib_IterativeBootstrap: Universal piecewise-term-structure boostrapper.

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

Generated automatically by Doxygen for QuantLib from the source code.

Pages related to QuantLib_IterativeBootstrap