File: struct_quant_lib_1_1_zero_yield.html

package info (click to toggle)
quantlib-refman-html 1.2-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd, wheezy
  • size: 84,552 kB
  • ctags: 5,132
  • sloc: makefile: 33
file content (127 lines) | stat: -rw-r--r-- 8,482 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>ZeroYield Struct Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>

<div id="container">
<div id="header">
<img class="titleimage"
 src="QL-title.jpg" width="185" height="50" border="0"
 alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">

<h3 class="navbartitle">Version 1.2</h3>

<hr>

<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>

<hr>

<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="todo.html">Todo List</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>

<div id="content">
<!--Doxygen-generated content-->

<!-- Generated by Doxygen 1.7.6.1 -->
  <div id="nav-path" class="navpath">
    <ul>
      <li class="navelem"><b>QuantLib</b>      </li>
      <li class="navelem"><a class="el" href="struct_quant_lib_1_1_zero_yield.html">ZeroYield</a>      </li>
    </ul>
  </div>
</div>
<div class="header">
  <div class="summary">
<a href="#pub-types">Public Types</a> &#124;
<a href="#pub-static-methods">Static Public Member Functions</a>  </div>
  <div class="headertitle">
<div class="title">ZeroYield Struct Reference</div>  </div>
</div><!--header-->
<div class="contents">
<!-- doxytag: class="QuantLib::ZeroYield" -->
<p>Zero-curve traits.  
 <a href="struct_quant_lib_1_1_zero_yield.html#details">More...</a></p>

<p><code>#include &lt;ql/termstructures/yield/bootstraptraits.hpp&gt;</code></p>

<p><a href="struct_quant_lib_1_1_zero_yield-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a09c234ce45b88538f09ea7ccabe6ff68"></a><!-- doxytag: member="QuantLib::ZeroYield::helper" ref="a09c234ce45b88538f09ea7ccabe6ff68" args="" -->
typedef <a class="el" href="class_quant_lib_1_1_bootstrap_helper.html">BootstrapHelper</a><br class="typebreak"/>
&lt; <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>helper</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2a3bd55634d7ff29668fbc80d0815117"></a><!-- doxytag: member="QuantLib::ZeroYield::initialDate" ref="a2a3bd55634d7ff29668fbc80d0815117" args="(const YieldTermStructure *c)" -->
static <a class="el" href="class_quant_lib_1_1_date.html">Date</a>&#160;</td><td class="memItemRight" valign="bottom"><b>initialDate</b> (const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> *c)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a394c5bcdbf5a94b7c6183cfa9d37ab9d"></a><!-- doxytag: member="QuantLib::ZeroYield::initialValue" ref="a394c5bcdbf5a94b7c6183cfa9d37ab9d" args="(const YieldTermStructure *)" -->
static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>initialValue</b> (const <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> *)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a3d588d285d1bab9713203106b9b86a9a"></a><!-- doxytag: member="QuantLib::ZeroYield::guess" ref="a3d588d285d1bab9713203106b9b86a9a" args="(Size i, const C *c, bool validData, Size)" -->
template&lt;class C &gt; </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memTemplItemRight" valign="bottom"><b>guess</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i, const C *c, bool validData, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="a4fdd1c3a68037f63461ff67b4a5b5306"></a><!-- doxytag: member="QuantLib::ZeroYield::minValueAfter" ref="a4fdd1c3a68037f63461ff67b4a5b5306" args="(Size, const C *c, bool validData, Size)" -->
template&lt;class C &gt; </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memTemplItemRight" valign="bottom"><b>minValueAfter</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, const C *c, bool validData, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>)</td></tr>
<tr><td class="memTemplParams" colspan="2"><a class="anchor" id="acdb557d0eb27cf0c340d64f4671d4759"></a><!-- doxytag: member="QuantLib::ZeroYield::maxValueAfter" ref="acdb557d0eb27cf0c340d64f4671d4759" args="(Size, const C *c, bool validData, Size)" -->
template&lt;class C &gt; </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memTemplItemRight" valign="bottom"><b>maxValueAfter</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>, const C *c, bool validData, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a10cf842b3d600521931551f3d8b0876c"></a><!-- doxytag: member="QuantLib::ZeroYield::updateGuess" ref="a10cf842b3d600521931551f3d8b0876c" args="(std::vector&lt; Real &gt; &amp;data, Real rate, Size i)" -->
static void&#160;</td><td class="memItemRight" valign="bottom"><b>updateGuess</b> (std::vector&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt; &amp;data, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> rate, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a94f6bccfa587a673afc9e72fb5a3a1ca"></a><!-- doxytag: member="QuantLib::ZeroYield::maxIterations" ref="a94f6bccfa587a673afc9e72fb5a3a1ca" args="()" -->
static <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td><td class="memItemRight" valign="bottom"><b>maxIterations</b> ()</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Zero-curve traits. </p>
</div></div><!-- contents -->

</div>

<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.7.6.1
</div>
</div>

</div>

</body>
</html>