IterativeBootstrap< Curve > Class Template Reference

Universal piecewise-term-structure boostrapper. More...

#include <ql/termstructures/iterativebootstrap.hpp>

List of all members.

Public Member Functions

void setup (Curve *ts)
void calculate () const

Detailed Description

template<class Curve>
class QuantLib::IterativeBootstrap< Curve >

Universal piecewise-term-structure boostrapper.