ql/termstructures/bootstrapper.hpp File Reference
Detailed Description
universal piecewise-term-structure boostrapper.
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/utilities/dataformatters.hpp>
Include dependency graph for bootstrapper.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | IterativeBootstrap |
Universal piecewise-term-structure boostrapper. More... |