bootstraperror(3)

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

Generated automatically by Doxygen for QuantLib from the source code.