QuantLib_ZeroInflationTraits (3) - Linux Manuals

QuantLib_ZeroInflationTraits: Bootstrap traits to use for PiecewiseZeroInflationCurve.

NAME

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

SYNOPSIS

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

Public Types

typedef BootstrapHelper< ZeroInflationTermStructure > helper

Static Public Member Functions

static Size maxIterations ()

static Date initialDate (const ZeroInflationTermStructure *t)

static bool dummyInitialValue ()

static Rate initialValue (const ZeroInflationTermStructure *t)

static Rate initialGuess ()

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

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

static Real 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.