QuantLib: ZeroYield Struct Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Public Types | Static Public Member Functions | List of all members
ZeroYield Struct Reference

Zero-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 rate, Size i)
static Size | maxIterations ()

## Detailed Description

Zero-curve traits.