Class BootstrapError

bootstrap error

Hierarchy

BootstrapError

Implements

UnaryFunction<Rate, Real>

Index

Constructors

constructor

Properties

Methods

f
helper

Constructors

constructor

new BootstrapError(traits: Traits, curve: Curve, helper: BootstrapHelper, segment: Size): BootstrapError

- Defined in ql/termstructures/bootstraperror.ts:13
Parameters
- traits: Traits
- curve: Curve
- helper: BootstrapHelper
- segment: Size
Returns BootstrapError

Properties

Private _curve

_curve: Curve

Private _helper

_helper: BootstrapHelper

Private _segment

_segment: Size

traits

traits: Traits

Methods

f

f(guess: Rate): Real

- Defined in ql/termstructures/bootstraperror.ts:22
Parameters
- guess: Rate
Returns Real

helper

helper(): BootstrapHelper

- Defined in ql/termstructures/bootstraperror.ts:28
Returns BootstrapHelper