QuantLib_Discount man page

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 Real initialValue (const YieldTermStructure *)

template<class C > static Real guess (Size i, const C *c, bool validData, Size)

template<class C > static Real minValueAfter (Size i, const C *c, bool validData, Size)

template<class C > static Real maxValueAfter (Size i, const C *c, bool validData, Size)

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

static Size maxIterations ()

Detailed Description

Discount-curve traits.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib