Iterative Bootstrap


Iterative Bootstrap is a direct subtype of Bootstrap
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with functions Iterative Bootstrap Functions, keys Iterative Bootstrap keys and example object IterBS

TYPE INCLUSION RELATIONSHIPS

Bootstrap

Iterative Bootstrap

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Max Attempts

Max Factor

Max Value

Min Factor

Min Value

No Failure

No Failure Steps

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TYPICAL OBJECTS OF TYPE Iterative Bootstrap

IterBS

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This type represents data needed in the specification of an iterative bootstrapping algorithm.
Corresponds to the QuantLib template class IterativeBootstrap
An object of this type can be optionally used as input in the creation of yield curves when Build Method = Iterative BS is used.
Concretely, it can be then set as the value associated with the key Bootstrap Spec