YoYInflationVolatilityTraits Class Reference
traits for inflation-volatility bootstrap More...
#include <ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp>
Public Types | |
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 *s, 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) |