iterativebootstrap (3) - Linux Manuals

iterativebootstrap: universal piecewise-term-structure boostrapper.

Command to display iterativebootstrap manual in Linux: $ man 3 iterativebootstrap

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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