BootstrapError< Curve > Class Template Reference

bootstrap error More...

#include <bootstraperror.hpp>

Collaboration diagram for BootstrapError< Curve >:

Public Member Functions
	BootstrapError (const Curve *curve, ext::shared_ptr< typename Traits::helper > instrument, Size segment)
Real	operator() (Rate guess) const
const ext::shared_ptr< typename Traits::helper > &	helper ()

Private Types
typedef Curve::traits_type	Traits

Private Attributes
const Curve *	curve_
const ext::shared_ptr< typename Traits::helper >	helper_
const Size	segment_

Detailed Description

template<class Curve>
class QuantLib::BootstrapError< Curve >

bootstrap error

Definition at line 37 of file bootstraperror.hpp.

Member Typedef Documentation

Traits

typedef Curve::traits_type Traits

private

Definition at line 38 of file bootstraperror.hpp.

Constructor & Destructor Documentation

BootstrapError()

BootstrapError	(	const Curve *	curve,
		ext::shared_ptr< typename Traits::helper >	instrument,
		Size	segment
	)

Definition at line 57 of file bootstraperror.hpp.

Member Function Documentation

operator()()

Real operator()

(

Rate

guess

)

const

helper()

const ext::shared_ptr< typename Traits::helper > & helper

(

)

Definition at line 44 of file bootstraperror.hpp.

Member Data Documentation

curve_

const Curve* curve_

private

Definition at line 48 of file bootstraperror.hpp.

helper_

const ext::shared_ptr<typename Traits::helper> helper_

private

Definition at line 49 of file bootstraperror.hpp.

segment_

const Size segment_

private

Definition at line 50 of file bootstraperror.hpp.