QuantLib_IterativeBootstrap (3) Linux Manual Page

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.