Examples of IterativeBootstrap

        final DayCounter dc = new DayCounter();
        final Handle<Quote> jumps[] = null;
        final Date[] jumpDates = null;
        final double accuracy = 0;
        final org.jquantlib.math.interpolations.Interpolation.Interpolator i = new Linear();
        final org.jquantlib.termstructures.Bootstrap b = new IterativeBootstrap(PiecewiseYieldCurve.class);




        final PiecewiseYieldCurve<Discount, Linear, IterativeBootstrap> pyc = new PiecewiseYieldCurve<Discount, Linear, IterativeBootstrap>(
                d, instruments, dc, jumps, jumpDates, accuracy, i, b) { /* anonymous */ };
        if (pyc == null) {

Examples of org.jquantlib.termstructures.IterativeBootstrap

        bondInstruments.toArray(instruments1);
        final Handle[] jumps1 = new Handle[0];
        final Date[] jumpDates1 = new Date[0];
        final double tolerance1 = 1.0e-15;
        final LogLinear interpolator = null;
        final IterativeBootstrap bootstrap = null;
        
        final YieldTermStructure  bondDiscountingTermStructur = 
                 new PiecewiseYieldCurve<Discount,LogLinear,IterativeBootstrap>(
                     Discount.class, LogLinear.class, IterativeBootstrap.class,
                     settlementDate,

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