Discount Struct Reference

Discount-curve traits. More...

#include <ql/termstructures/yield/bootstraptraits.hpp>

Inheritance diagram for Discount:

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 i, const C *c, bool validData, Size)
template<class C>
static Real	maxValueAfter (Size i, const C *c, bool validData, Size)
template<class C>
static Real	transformDirect (Real x, Size i, const C *c)
template<class C>
static Real	transformInverse (Real x, Size i, const C *c)
static void	updateGuess (std::vector< Real > &data, Real discount, Size i)
static Size	maxIterations ()

Detailed Description

Discount-curve traits.