ForwardRate Struct Reference

Forward-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 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 forward, Size i)
 
static Size maxIterations ()
 

Detailed Description

Forward-curve traits.