QuantLib_Discount (3) Linux Manual Page

QuantLib::Discount – Discount-curve traits.

Synopsis

#include <ql/termstructures/yield/bootstraptraits.hpp>

Public Types

typedef BootstrapHelper< YieldTermStructure > helper

Static Public Member Functions

static Date initialDate (const YieldTermStructure *c)

static DiscountFactor initialValue (const YieldTermStructure *)

static bool dummyInitialValue ()

static DiscountFactor initialGuess ()

static DiscountFactor guess (const YieldTermStructure *c, const Date &d)

static DiscountFactor minValueAfter (Size, const std::vector< Real > &)

static DiscountFactor maxValueAfter (Size i, const std::vector< Real > &data)

static void updateGuess (std::vector< DiscountFactor > &data, DiscountFactor discount, Size i)

static Size maxIterations ()

Detailed Description

Discount-curve traits.

Author

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