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