QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
BootstrapError< Curve > Class Template Reference

bootstrap error More...

#include <ql/termstructures/bootstraperror.hpp>

Public Member Functions

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

Detailed Description

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

bootstrap error