LocalBootstrap (3) Linux Manual Page
ql/termstructures/localbootstrap.hpp – localised-term-structure bootstrapper for most curve types.
Synopsis
#include <ql/termstructures/bootstraphelper.hpp>#include <ql/math/optimization/costfunction.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/armijo.hpp>
#include <ql/math/optimization/levenbergmarquardt.hpp>
#include <ql/math/optimization/problem.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <boost/shared_ptr.hpp>
Classes
class LocalBootstrap< Curve >Localised-term-structure bootstrapper for most curve types.