QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Types | Static Public Member Functions | List of all members
YoYInflationTraits Class Reference

Bootstrap traits to use for PiecewiseZeroInflationCurve. More...

#include <inflationtraits.hpp>

+ Collaboration diagram for YoYInflationTraits:

Public Types

typedef BootstrapHelper< YoYInflationTermStructurehelper
 

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, 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 ()
 

Detailed Description

Bootstrap traits to use for PiecewiseZeroInflationCurve.

Definition at line 113 of file inflationtraits.hpp.

Member Typedef Documentation

◆ helper

Definition at line 116 of file inflationtraits.hpp.

Member Function Documentation

◆ initialDate()

static Date initialDate ( const YoYInflationTermStructure t)
static

Definition at line 119 of file inflationtraits.hpp.

+ Here is the call graph for this function:

◆ initialValue()

static Rate initialValue ( const YoYInflationTermStructure t)
static

Definition at line 131 of file inflationtraits.hpp.

◆ guess()

static Rate guess ( Size  i,
const C *  c,
bool  validData,
Size   
)
static

Definition at line 137 of file inflationtraits.hpp.

◆ minValueAfter()

static Rate minValueAfter ( Size  ,
const C *  c,
bool  validData,
Size   
)
static

Definition at line 150 of file inflationtraits.hpp.

◆ maxValueAfter()

static Rate maxValueAfter ( Size  ,
const C *  c,
bool  validData,
Size   
)
static

Definition at line 162 of file inflationtraits.hpp.

◆ updateGuess()

static void updateGuess ( std::vector< Rate > &  data,
Rate  level,
Size  i 
)
static

Definition at line 177 of file inflationtraits.hpp.

◆ maxIterations()

static Size maxIterations ( )
static

Definition at line 183 of file inflationtraits.hpp.