QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
#include <inflationtraits.hpp>
Public Types | |
typedef BootstrapHelper< YoYInflationTermStructure > | helper |
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 () |
Bootstrap traits to use for PiecewiseZeroInflationCurve.
Definition at line 113 of file inflationtraits.hpp.
Definition at line 116 of file inflationtraits.hpp.
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Definition at line 131 of file inflationtraits.hpp.
Definition at line 137 of file inflationtraits.hpp.
Definition at line 150 of file inflationtraits.hpp.
Definition at line 162 of file inflationtraits.hpp.
Definition at line 177 of file inflationtraits.hpp.
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Definition at line 183 of file inflationtraits.hpp.