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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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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 > |