Discount Struct Reference
#include <ql/termstructures/yield/bootstraptraits.hpp>
Detailed Description
Discount-curve traits.Public Types | |
|
typedef BootstrapHelper < YieldTermStructure > | helper |
Static Public Member Functions | |
| static Date | initialDate (const YieldTermStructure *c) |
| static DiscountFactor | initialValue (const YieldTermStructure *) |
| static bool | dummyInitialValue () |
| 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) |
| static Size | maxIterations () |