- QuantLib
- YoYInflationTraits
Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
#include <ql/termstructures/inflation/inflationtraits.hpp>
Public Types | |
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typedef BootstrapHelper < YoYInflationTermStructure > | helper |
Static Public Member Functions | |
| static Date | initialDate (const YoYInflationTermStructure *t) |
| static Rate | initialValue (const YoYInflationTermStructure *t) |
| template<class C > | |
| static Rate | guess (Size i, const C *c, bool validData, Size) |
| template<class C > | |
| static Rate | minValueAfter (Size i, const C *c, bool validData, Size) |
| template<class C > | |
| static Rate | maxValueAfter (Size i, const C *c, bool validData, Size) |
| static void | updateGuess (std::vector< Rate > &data, Rate level, Size i) |
| static Size | maxIterations () |
Bootstrap traits to use for PiecewiseZeroInflationCurve.