universal piecewise-term-structure boostrapper. More...
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/termstructures/bootstraperror.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/solvers1d/finitedifferencenewtonsafe.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/utilities/dataformatters.hpp>
Classes | |
class | IterativeBootstrap< Curve > |
Universal piecewise-term-structure boostrapper. More... |
universal piecewise-term-structure boostrapper.