QuantLib_ZeroInflationTraits (3) Linux Manual Page

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

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