ql/termstructures/bootstrapper.hpp File Reference


Detailed Description

universal piecewise-term-structure boostrapper.

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

Include dependency graph for bootstrapper.hpp:


Namespaces

namespace  QuantLib

Classes

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