ZeroYield Struct Reference

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

List of all members.


Detailed Description

Zero-curve traits.


Static Public Member Functions

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