IterativeBootstrap Class Template Reference
#include <ql/termstructures/bootstrapper.hpp>
Detailed Description
template<class Curve, class Traits, class Interpolator>
class QuantLib::IterativeBootstrap< Curve, Traits, Interpolator >
Universal piecewise-term-structure boostrapper. Public Member Functions | |
void | setup (Curve *ts) |
void | calculate () const |