Local Bootstrap


Local Bootstrap is a direct subtype of Bootstrap
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with functions Local Bootstrap Functions, keys Local Bootstrap keys and example object LocBS

TYPE INCLUSION RELATIONSHIPS

Bootstrap

Local Bootstrap

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Force Positive

Localisation

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TYPICAL OBJECTS OF TYPE Local Bootstrap

LocBS

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