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   <div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">IterativeBootstrap</a></li>  </ul>
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<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="class_quant_lib_1_1_iterative_bootstrap-members.html">List of all members</a>  </div>
  <div class="headertitle">
<div class="title">IterativeBootstrap&lt; Curve &gt; Class Template Reference</div>  </div>
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<p>Universal piecewise-term-structure boostrapper.  
 <a href="class_quant_lib_1_1_iterative_bootstrap.html#details">More...</a></p>

<p><code>#include &lt;ql/termstructures/iterativebootstrap.hpp&gt;</code></p>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ae2b21fd29906a07e556abe25172acaf0"><td class="memItemLeft" align="right" valign="top">&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html#ae2b21fd29906a07e556abe25172acaf0">IterativeBootstrap</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> minValue=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;(), <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> maxValue=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt; <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> &gt;(), <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxAttempts=1, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> maxFactor=2.0, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> minFactor=2.0, bool dontThrow=false, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> dontThrowSteps=10)</td></tr>
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void&#160;</td><td class="memItemRight" valign="bottom"><b>setup</b> (<a class="el" href="class_quant_lib_1_1_curve.html">Curve</a> *ts)</td></tr>
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void&#160;</td><td class="memItemRight" valign="bottom"><b>calculate</b> () const</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template&lt;class Curve&gt;<br />
class QuantLib::IterativeBootstrap&lt; Curve &gt;</h3>

<p>Universal piecewise-term-structure boostrapper. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_multicurve_bootstrapping_8cpp-example.html#_a27">MulticurveBootstrapping.cpp</a>.</dd>
</dl>
</div><h2 class="groupheader">Constructor &amp; Destructor Documentation</h2>
<a id="ae2b21fd29906a07e556abe25172acaf0"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ae2b21fd29906a07e556abe25172acaf0">&#9670;&nbsp;</a></span>IterativeBootstrap()</h2>

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          <td class="memname"><a class="el" href="class_quant_lib_1_1_iterative_bootstrap.html">IterativeBootstrap</a> </td>
          <td>(</td>
          <td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td>
          <td class="paramname"><em>accuracy</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt;<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&gt;()</code>, </td>
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          <td></td>
          <td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td>
          <td class="paramname"><em>minValue</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt;<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&gt;()</code>, </td>
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          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td>
          <td class="paramname"><em>maxValue</em> = <code><a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt;<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&gt;()</code>, </td>
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        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td>
          <td class="paramname"><em>maxAttempts</em> = <code>1</code>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td>
          <td class="paramname"><em>maxFactor</em> = <code>2.0</code>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td>
          <td class="paramname"><em>minFactor</em> = <code>2.0</code>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype">bool&#160;</td>
          <td class="paramname"><em>dontThrow</em> = <code>false</code>, </td>
        </tr>
        <tr>
          <td class="paramkey"></td>
          <td></td>
          <td class="paramtype"><a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a>&#160;</td>
          <td class="paramname"><em>dontThrowSteps</em> = <code>10</code>&#160;</td>
        </tr>
        <tr>
          <td></td>
          <td>)</td>
          <td></td><td></td>
        </tr>
      </table>
</div><div class="memdoc">
<p>Constructor </p><dl class="params"><dt>Parameters</dt><dd>
  <table class="params">
    <tr><td class="paramname">accuracy</td><td>Accuracy for the bootstrap stopping criterion. If it is set to <code>Null&lt;Real&gt;()</code>, its value is taken from the termstructure's accuracy. </td></tr>
    <tr><td class="paramname">minValue</td><td>Allow to override the initial minimum value coming from traits. </td></tr>
    <tr><td class="paramname">maxValue</td><td>Allow to override the initial maximum value coming from traits. </td></tr>
    <tr><td class="paramname">maxAttempts</td><td>Number of attempts on each iteration. A number greater than 1 implies retries. </td></tr>
    <tr><td class="paramname">maxFactor</td><td>Factor for max value retry on each iteration if there is a failure. </td></tr>
    <tr><td class="paramname">minFactor</td><td>Factor for min value retry on each iteration if there is a failure. </td></tr>
    <tr><td class="paramname">dontThrow</td><td>If set to <code>true</code>, the bootstrap doesn't throw and returns a <em>fall back</em> result. </td></tr>
    <tr><td class="paramname">dontThrowSteps</td><td>If <code>dontThrow</code> is <code>true</code>, this gives the number of steps to use when searching for a fallback curve pillar value that gives the minimum bootstrap helper error. </td></tr>
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