QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Types | Static Public Member Functions | List of all members
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 *t)
 
template<class C >
static Rate guess (Size i, const C *c, bool validData, Size)
 
template<class C >
static Rate minValueAfter (Size i, const C *c, bool validData, Size)
 
template<class C >
static Rate maxValueAfter (Size i, 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.