- QuantLib
- Discount
 
Discount-curve traits. More...
#include <ql/termstructures/yield/bootstraptraits.hpp>
| Public Types | |
| typedef BootstrapHelper < YieldTermStructure > | helper | 
| Static Public Member Functions | |
| static Date | initialDate (const YieldTermStructure *c) | 
| static Real | initialValue (const YieldTermStructure *) | 
| template<class C > | |
| static Real | guess (Size i, const C *c, bool validData, Size) | 
| template<class C > | |
| static Real | minValueAfter (Size i, const C *c, bool validData, Size) | 
| template<class C > | |
| static Real | maxValueAfter (Size i, const C *c, bool validData, Size) | 
| static void | updateGuess (std::vector< Real > &data, Real discount, Size i) | 
| static Size | maxIterations () | 
Discount-curve traits.