ZeroInflationTraits Class Reference

Bootstrap traits to use for PiecewiseZeroInflationCurve. More...

#include <inflationtraits.hpp>

Collaboration diagram for ZeroInflationTraits:

Public Types
typedef BootstrapHelper< ZeroInflationTermStructure >	helper

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.

Definition at line 41 of file inflationtraits.hpp.

Member Typedef Documentation

helper

typedef BootstrapHelper<ZeroInflationTermStructure> helper

Definition at line 43 of file inflationtraits.hpp.

Member Function Documentation

initialDate()

static Date initialDate ( const ZeroInflationTermStructure *  t )

static

Definition at line 46 of file inflationtraits.hpp.

initialValue()

static Rate initialValue ( const ZeroInflationTermStructure *  )

static

Definition at line 50 of file inflationtraits.hpp.

guess()

static Rate guess ( Size  i, const C *  c, bool  validData, Size    )

static

Definition at line 57 of file inflationtraits.hpp.

minValueAfter()

static Rate minValueAfter ( Size  , const C *  c, bool  validData, Size    )

static

Definition at line 70 of file inflationtraits.hpp.

maxValueAfter()

static Rate maxValueAfter ( Size  , const C *  c, bool  validData, Size    )

static

Definition at line 82 of file inflationtraits.hpp.

updateGuess()

static void updateGuess ( std::vector< Rate > &  data, Rate  level, Size  i  )

static

Definition at line 97 of file inflationtraits.hpp.

maxIterations()

static Size maxIterations ( )

static

Definition at line 106 of file inflationtraits.hpp.