QuantLib: IterativeBootstrap< Curve > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
IterativeBootstrap< Curve > Class Template Reference

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

`#include <ql/termstructures/iterativebootstrap.hpp>`

## Public Member Functions
void | setup (Curve *ts)
void | calculate () const

## Detailed Description

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

Universal piecewise-term-structure boostrapper.