QuantLib_IterativeBootstrap man page

IterativeBootstrap< Curve > — Universal piecewise-term-structure boostrapper.

Synopsis

#include <ql/termstructures/iterativebootstrap.hpp>

Public Member Functions

void setup (Curve *ts)

void calculate () const

Detailed Description

template<class Curve>

class QuantLib::IterativeBootstrap< Curve >" Universal piecewise-term-structure boostrapper.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib