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