Class LocalBootstrap

Hierarchy

LocalBootstrap

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new LocalBootstrap(traits: Traits, interplolator: Interpolator, localisation?: Size, forcePositive?: boolean): LocalBootstrap

- Defined in ql/termstructures/localbootstrap.ts:82
Parameters
- traits: Traits
- interplolator: Interpolator
- Default value localisation: Size = 2
- Default value forcePositive: boolean = true
Returns LocalBootstrap

Properties

Private _forcePositive

_forcePositive: boolean

_interpolator

_interpolator: Interpolator

Private _localisation

_localisation: Size

_traits

_traits: Traits

Private _ts

_ts: Curve

Private _validCurve

_validCurve: boolean

Methods

calculate

calculate(): void

- Defined in ql/termstructures/localbootstrap.ts:116
Returns void

setup

setup(ts: any): void

- Defined in ql/termstructures/localbootstrap.ts:95
Parameters
- ts: any
Returns void