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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
#ifndef quantlib_global_bootstrap_vars_hpp
#define quantlib_global_bootstrap_vars_hpp
#include <ql/quotes/simplequote.hpp>
#include <ql/shared_ptr.hpp>
#include <ql/termstructures/globalbootstrap.hpp>
namespace QuantLib {
class SimpleQuoteVariables : public AdditionalBootstrapVariables {
public:
explicit SimpleQuoteVariables(
std::vector<ext::shared_ptr<SimpleQuote>> quotes,
std::vector<Real> initialGuesses = {},
std::vector<Real> lowerBounds = {});
Array initialize(bool validData) override;
void update(const Array& x) override;
private:
Real transformDirect(Real x, Size i) const;
Real transformInverse(Real x, Size i) const;
std::vector<ext::shared_ptr<SimpleQuote>> quotes_;
std::vector<Real> initialGuesses_, lowerBounds_;
};
} // namespace QuantLib
#endif
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