updateGuess (3) Linux Manual Page

QuantLib::HazardRate – Hazard-rate-curve traits.

Synopsis

static Date initialDate (const DefaultProbabilityTermStructure *c)



static Real initialValue (const DefaultProbabilityTermStructure *)



static bool dummyInitialValue ()



static Real initialGuess ()



static Real guess (const DefaultProbabilityTermStructure *c, const Date &d)



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



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



static void updateGuess (std::vector< Real > &data, Real rate, Size i)



static Size maxIterations ()

Public Types

typedef BootstrapHelper< DefaultProbabilityTermStructure > helper

Static Public Member Functions

static Date initialDate (const DefaultProbabilityTermStructure *c)



static Real initialValue (const DefaultProbabilityTermStructure *)



static bool dummyInitialValue ()



static Real initialGuess ()



static Real guess (const DefaultProbabilityTermStructure *c, const Date &d)



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



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



static void updateGuess (std::vector< Real > &data, Real rate, Size i)



static Size maxIterations ()

Detailed Description

Hazard-rate-curve traits.

Author

Generated automatically by Doxygen for QuantLib from the source code.