IterativeBootstrap Class Template Reference

#include <ql/termstructures/bootstrapper.hpp>

List of all members.


Detailed Description

template<class Curve, class Traits, class Interpolator>
class QuantLib::IterativeBootstrap< Curve, Traits, Interpolator >

Universal piecewise-term-structure boostrapper.

Public Member Functions

void setup (Curve *ts)
void calculate () const