Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
#include <inflationtraits.hpp>
Collaboration diagram for YoYInflationTraits:
Public Types | |
| typedef BootstrapHelper< YoYInflationTermStructure > | helper |
Static Public Member Functions | |
| static Date | initialDate (const YoYInflationTermStructure *t) |
| static Rate | initialValue (const YoYInflationTermStructure *t) |
| 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.
Definition at line 110 of file inflationtraits.hpp.
Member Typedef Documentation
◆ helper
Definition at line 113 of file inflationtraits.hpp.
Member Function Documentation
◆ initialDate()
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static |
Definition at line 116 of file inflationtraits.hpp.
◆ initialValue()
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static |
Definition at line 121 of file inflationtraits.hpp.
◆ guess()
Definition at line 127 of file inflationtraits.hpp.
◆ minValueAfter()
Definition at line 140 of file inflationtraits.hpp.
◆ maxValueAfter()
Definition at line 152 of file inflationtraits.hpp.
◆ updateGuess()
Definition at line 167 of file inflationtraits.hpp.
◆ maxIterations()
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static |
Definition at line 173 of file inflationtraits.hpp.