YoYInflationVolatilityTraits Class Reference
traits for inflation-volatility bootstrap More...
#include <ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp>
Public Types | |
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typedef BootstrapHelper < YoYOptionletVolatilitySurface > | helper |
Static Public Member Functions | |
| static Size | maxIterations () |
| static Date | initialDate (const YoYOptionletVolatilitySurface *s) |
| static bool | dummyInitialValue () |
| static Volatility | initialValue (const YoYOptionletVolatilitySurface *s) |
| static Volatility | initialGuess () |
| static Volatility | guess (const YoYOptionletVolatilitySurface *, const Date &) |
| static Volatility | minValueAfter (Size n, const std::vector< Volatility > &v) |
| static Volatility | maxValueAfter (Size n, const std::vector< Volatility > &v) |
| static void | updateGuess (std::vector< Volatility > &vols, Volatility level, Size i) |