YoYInflationTraits Class Reference
#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>
Detailed Description
Bootstrap traits to use for PiecewiseZeroInflationCurve.Public Types | |
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typedef BootstrapHelper < YoYInflationTermStructure > | helper |
Static Public Member Functions | |
| static Size | maxIterations () |
| static Date | initialDate (const YoYInflationTermStructure *t) |
| static bool | dummyInitialValue () |
| static Rate | initialValue (const YoYInflationTermStructure *t) |
| static Rate | initialGuess () |
| static Rate | guess (const YoYInflationTermStructure *, const Date &) |
| static Rate | minValueAfter (Size, const std::vector< Rate > &) |
| static Rate | maxValueAfter (Size, const std::vector< Rate > &) |
| static void | updateGuess (std::vector< Rate > &data, Rate level, Size i) |