QuantLib_YoYInflationTraits (3) - Linux Man Pages

QuantLib_YoYInflationTraits: Bootstrap traits to use for PiecewiseZeroInflationCurve.

NAME

QuantLib::YoYInflationTraits - Bootstrap traits to use for PiecewiseZeroInflationCurve.

SYNOPSIS


#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>

Public Types


typedef BootstrapHelper< YoYInflationTermStructure > helper

Static Public Member Functions


static Size maxIterations ()

static Date initialDate (const YoYInflationTermStructure *t)

static bool dummyInitialValue ()

static Rate initialValue (const YoYInflationTermStructure *t)

static Rate initialGuess ()

static Rate guess (const YoYInflationTermStructure *, const Date &)

static Rate minValueAfter (Size, const std::vector< Rate > &)

static Rate maxValueAfter (Size, const std::vector< Rate > &)

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

Detailed Description

Bootstrap traits to use for PiecewiseZeroInflationCurve.

Author

Generated automatically by Doxygen for QuantLib from the source code.