org.jquantlib.termstructures

Class IterativeBootstrap<Curve extends PiecewiseYieldCurve>

java.lang.Object

org.jquantlib.termstructures.IterativeBootstrap<Curve>

All Implemented Interfaces:

Bootstrap<Curve>

public class IterativeBootstrap<Curve extends PiecewiseYieldCurve>
extends java.lang.Object
implements Bootstrap<Curve>

Universal piecewise-term-structure boostrapper.

Constructor Summary

Constructors

Constructor and Description
IterativeBootstrap(java.lang.Class<?> typeCurve)

Method Summary

Modifier and Type	Method and Description
void	calculate()
void	setup(Curve ts)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

IterativeBootstrap

public IterativeBootstrap(java.lang.Class<?> typeCurve)

Method Detail

setup

public void setup(Curve ts)

Specified by:

setup in interface Bootstrap<Curve extends PiecewiseYieldCurve>

calculate

public void calculate()

Specified by:

calculate in interface Bootstrap<Curve extends PiecewiseYieldCurve>