YoYInflationVolatilityTraits Class Reference

traits for inflation-volatility bootstrap More...

#include <ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp>

Public Types
typedef BootstrapHelper< YoYOptionletVolatilitySurface >	helper

Static Public Member Functions
static Date	initialDate (const YoYOptionletVolatilitySurface *s)
static Real	initialValue (const YoYOptionletVolatilitySurface *s)
template<class C>
static Real	guess (Size i, const C *c, bool validData, Size)
template<class C>
static Real	minValueAfter (Size i, const C *c, bool, Size)
template<class C>
static Real	maxValueAfter (Size i, const C *c, bool, Size)
static void	updateGuess (std::vector< Real > &vols, Real level, Size i)
static Size	maxIterations ()

Detailed Description

traits for inflation-volatility bootstrap