iterativebootstrap (3) Linux Manual Page
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.