ql/termstructures/iterativebootstrap.hpp File Reference

universal piecewise-term-structure boostrapper. More...

#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/termstructures/bootstraperror.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/utilities/dataformatters.hpp>

Include dependency graph for iterativebootstrap.hpp:


Classes

class  IterativeBootstrap
 Universal piecewise-term-structure boostrapper. More...

Detailed Description

universal piecewise-term-structure boostrapper.