ForwardRate Struct Reference

#include <ql/termstructures/yield/bootstraptraits.hpp>

List of all members.


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 ()