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Public Member Functions | Private Types | Private Member Functions | Private Attributes

QuantLib::IterativeBootstrap< Curve > Class Template Reference

Universal piecewise-term-structure boostrapper. More...

#include <iterativebootstrap.hpp>

Collaboration diagram for QuantLib::IterativeBootstrap< Curve >:
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List of all members.

Public Member Functions

void calculate () const
void setup (Curve *ts)

Private Types

typedef Curve::interpolator_type Interpolator
typedef Curve::traits_type Traits

Private Member Functions

void initialize () const

Private Attributes

Size firstInstrument_
bool validCurve_

Detailed Description

template<class Curve>
class QuantLib::IterativeBootstrap< Curve >

Universal piecewise-term-structure boostrapper.

Definition at line 39 of file iterativebootstrap.hpp.

The documentation for this class was generated from the following file:

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