ZeroYield Struct Reference
Zero-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 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 rate, Size i) |
static Size | maxIterations () |
Detailed Description
Zero-curve traits.