QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
ZeroInflationTraits Class Reference

Bootstrap traits to use for PiecewiseZeroInflationCurve. More...

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

Public Types

typedef BootstrapHelper< ZeroInflationTermStructurehelper

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 ()

Detailed Description

Bootstrap traits to use for PiecewiseZeroInflationCurve.