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QuantLib_Discount
Langue: en
Version: 376542 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Discount -Discount-curve traits.
SYNOPSIS
#include <ql/termstructures/yield/bootstraptraits.hpp>
Public Types
typedef BootstrapHelper< YieldTermStructure > helper
Static Public Member Functions
static Date initialDate (const YieldTermStructure *c)
static DiscountFactor initialValue (const YieldTermStructure *)
static bool dummyInitialValue ()
static DiscountFactor initialGuess ()
static DiscountFactor guess (const YieldTermStructure *c, const Date &d)
static DiscountFactor minValueAfter (Size, const std::vector< Real > &)
static DiscountFactor maxValueAfter (Size i, const std::vector< Real > &data)
static void updateGuess (std::vector< DiscountFactor > &data, DiscountFactor discount, Size i)
static Size maxIterations ()
Detailed Description
Discount-curve traits.
Author
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