ZeroYield Struct Reference

Zero-curve traits. More...

#include <bootstraptraits.hpp>

Collaboration diagram for ZeroYield:

Classes
struct	curve

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)
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 rate, Size i)
static Size	maxIterations ()

Detailed Description

Zero-curve traits.

Definition at line 128 of file bootstraptraits.hpp.

Member Typedef Documentation

helper

typedef BootstrapHelper<YieldTermStructure> helper

Definition at line 135 of file bootstraptraits.hpp.

Member Function Documentation

initialDate()

static Date initialDate ( const YieldTermStructure *  c )

static

Definition at line 138 of file bootstraptraits.hpp.

Here is the call graph for this function:

initialValue()

static Real initialValue ( const YieldTermStructure *  )

static

Definition at line 142 of file bootstraptraits.hpp.

guess()

static Real guess ( Size  i, const C *  c, bool  validData, Size    )

static

Definition at line 148 of file bootstraptraits.hpp.

minValueAfter()

static Real minValueAfter ( Size  , const C *  c, bool  validData, Size    )

static

Definition at line 167 of file bootstraptraits.hpp.

maxValueAfter()

static Real maxValueAfter ( Size  , const C *  c, bool  validData, Size    )

static

Definition at line 181 of file bootstraptraits.hpp.

transformDirect()

static Real transformDirect ( Real  x, Size  i, const C *  c  )

static

Definition at line 197 of file bootstraptraits.hpp.

transformInverse()

static Real transformInverse ( Real  x, Size  i, const C *  c  )

static

Definition at line 202 of file bootstraptraits.hpp.

updateGuess()

static void updateGuess ( std::vector< Real > &  data, Real  rate, Size  i  )

static

Definition at line 208 of file bootstraptraits.hpp.

maxIterations()

static Size maxIterations ( )

static

Definition at line 216 of file bootstraptraits.hpp.