Discount Struct Reference

#include <ql/termstructures/yieldcurves/bootstraptraits.hpp>

List of all members.


Detailed Description

Discount-curve traits.


Static Public Member Functions

static DiscountFactor initialValue ()
static DiscountFactor initialGuess ()
static DiscountFactor guess (const YieldTermStructure *c, const Date &d)
static DiscountFactor minValueAfter (Size, const std::vector< Real > &)
static DiscountFactor maxValueAfter (Size i, const std::vector< Real > &data)
static void updateGuess (std::vector< DiscountFactor > &data, DiscountFactor discount, Size i)