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< ZeroInflationTermStructure > | helper |
Static Public Member Functions | |
static Date | initialDate (const ZeroInflationTermStructure *t) |
static Rate | initialValue (const ZeroInflationTermStructure *) |
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 41 of file inflationtraits.hpp.
Definition at line 43 of file inflationtraits.hpp.
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Definition at line 53 of file inflationtraits.hpp.
Definition at line 60 of file inflationtraits.hpp.
Definition at line 73 of file inflationtraits.hpp.
Definition at line 85 of file inflationtraits.hpp.
Definition at line 100 of file inflationtraits.hpp.
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Definition at line 109 of file inflationtraits.hpp.