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 error

Author

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