Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
#include <ql/termstructures/inflation/inflationtraits.hpp>
Public Types | |
typedef BootstrapHelper< ZeroInflationTermStructure > | helper |
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 () |
Bootstrap traits to use for PiecewiseZeroInflationCurve.