YoYInflationTraits Class Reference

Bootstrap traits to use for PiecewiseZeroInflationCurve. More...

#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>

List of all members.

Public Types

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)


Detailed Description

Bootstrap traits to use for PiecewiseZeroInflationCurve.