QuantLib_ForwardRate man page

ForwardRate — Forward-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, const C *c, bool validData, Size)
template<class C > static Real maxValueAfter (Size, const C *c, bool validData, Size)
static void updateGuess (std::vector< Real > &data, Real forward, Size i)
static Size maxIterations ()

Detailed Description

Forward-curve traits.

Author

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Info

Wed Aug 2 2017 Version 1.10 QuantLib