Discount Struct Reference
#include <ql/TermStructures/bootstraptraits.hpp>
Detailed Description
Discount-curve traits.
Static Public Member Functions | |
| static DiscountFactor | initialValue () |
| static DiscountFactor | initialGuess () |
| static DiscountFactor | guess (const YieldTermStructure *c, const Date &d) |
| static DiscountFactor | minValueAfter (Size, const std::vector< Real > &) |
| static DiscountFactor | maxValueAfter (Size i, const std::vector< Real > &data) |
| static void | updateGuess (std::vector< DiscountFactor > &data, DiscountFactor discount, Size i) |