ForwardRate Struct Reference
#include <ql/termstructures/yieldcurves/bootstraptraits.hpp>
Detailed Description
Forward-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 forward, Size i) |