ForwardRate Struct Reference
#include <ql/termstructures/yield/bootstraptraits.hpp>
Detailed Description
Forward-curve traits.Public Types | |
|
typedef BootstrapHelper < YieldTermStructure > | helper |
Static Public Member Functions | |
| static Date | initialDate (const YieldTermStructure *c) |
| static Rate | initialValue (const YieldTermStructure *) |
| static bool | dummyInitialValue () |
| static Rate | initialGuess () |
| static Rate | guess (const YieldTermStructure *c, const Date &d) |
| static Rate | minValueAfter (Size, const std::vector< Real > &) |
| static Rate | maxValueAfter (Size, const std::vector< Real > &) |
| static void | updateGuess (std::vector< Rate > &data, Rate forward, Size i) |
| static Size | maxIterations () |