Class ForwardRate

Hierarchy

ForwardRate

Index

Classes

curve

Properties

helper

Methods

Properties

helper

helper: BootstrapHelper

Methods

Static guess

guess(i: Size, c: YieldCurve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/yield/bootstraptraits.ts:196
Parameters
- i: Size
- c: YieldCurve
- validData: boolean
- s: Size
Returns Real

Static initialDate

initialDate(c: YieldCurve): Date

- Defined in ql/termstructures/yield/bootstraptraits.ts:186
Parameters
- c: YieldCurve
Returns Date

Static initialValue

initialValue(c: YieldCurve): Real

- Defined in ql/termstructures/yield/bootstraptraits.ts:191
Parameters
- c: YieldCurve
Returns Real

Static maxIterations

maxIterations(): Size

- Defined in ql/termstructures/yield/bootstraptraits.ts:258
Returns Size

Static maxValueAfter

maxValueAfter(i: Size, c: YieldCurve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/yield/bootstraptraits.ts:234
Parameters
- i: Size
- c: YieldCurve
- validData: boolean
- s: Size
Returns Real

Static minValueAfter

minValueAfter(i: Size, c: YieldCurve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/yield/bootstraptraits.ts:215
Parameters
- i: Size
- c: YieldCurve
- validData: boolean
- s: Size
Returns Real

Static updateGuess

updateGuess(data: Real[], forward: Real, i: Size): void

- Defined in ql/termstructures/yield/bootstraptraits.ts:250
Parameters
- data: Real[]
- forward: Real
- i: Size
Returns void