QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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GlobalBootstrap< Curve > Member List

This is the complete list of members for GlobalBootstrap< Curve >, including all inherited members.

calculate() const (defined in GlobalBootstrap< Curve >)GlobalBootstrap< Curve >
GlobalBootstrap(Real accuracy=Null< Real >(), ext::shared_ptr< OptimizationMethod > optimizer=nullptr, ext::shared_ptr< EndCriteria > endCriteria=nullptr) (defined in GlobalBootstrap< Curve >)GlobalBootstrap< Curve >
GlobalBootstrap(std::vector< ext::shared_ptr< typename Traits::helper > > additionalHelpers, std::function< std::vector< Date >()> additionalDates, AdditionalPenalties additionalPenalties, Real accuracy=Null< Real >(), ext::shared_ptr< OptimizationMethod > optimizer=nullptr, ext::shared_ptr< EndCriteria > endCriteria=nullptr, ext::shared_ptr< AdditionalBootstrapVariables > additionalVariables=nullptr) (defined in GlobalBootstrap< Curve >)GlobalBootstrap< Curve >
GlobalBootstrap(std::vector< ext::shared_ptr< typename Traits::helper > > additionalHelpers, std::function< std::vector< Date >()> additionalDates, std::function< Array()> additionalPenalties, Real accuracy=Null< Real >(), ext::shared_ptr< OptimizationMethod > optimizer=nullptr, ext::shared_ptr< EndCriteria > endCriteria=nullptr, ext::shared_ptr< AdditionalBootstrapVariables > additionalVariables=nullptr) (defined in GlobalBootstrap< Curve >)GlobalBootstrap< Curve >
setup(Curve *ts) (defined in GlobalBootstrap< Curve >)GlobalBootstrap< Curve >