ZeroYield Struct Reference

Zero-curve traits. More...

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

List of all members.

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, const C *c, bool validData, Size)
template<class C >
static Real maxValueAfter (Size, const C *c, bool validData, Size)
static void updateGuess (std::vector< Real > &data, Real rate, Size i)
static Size maxIterations ()

Detailed Description

Zero-curve traits.