QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
#include <ql/termstructures/inflation/inflationtraits.hpp>
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typedef BootstrapHelper< YoYInflationTermStructure > | helper |
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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, const C *c, bool validData, Size) |
template<class C > | |
static Rate | maxValueAfter (Size, 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.
Definition at line 111 of file inflationtraits.hpp.
Definition at line 114 of file inflationtraits.hpp.
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Definition at line 126 of file inflationtraits.hpp.
Definition at line 132 of file inflationtraits.hpp.
Definition at line 149 of file inflationtraits.hpp.
Definition at line 161 of file inflationtraits.hpp.
Definition at line 176 of file inflationtraits.hpp.
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Definition at line 182 of file inflationtraits.hpp.