QuantLib_YoYInflationVolatilityTraits man page

YoYInflationVolatilityTraits — traits for inflation-volatility bootstrap

Synopsis

#include <ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp>

Public Types

typedef BootstrapHelper< YoYOptionletVolatilitySurface > helper

Static Public Member Functions

static Date initialDate (const YoYOptionletVolatilitySurface *s)

static Real initialValue (const YoYOptionletVolatilitySurface *s)

template<class C > static Real guess (Size i, const C *c, bool validData, Size)

template<class C > static Real minValueAfter (Size i, const C *c, bool, Size)

template<class C > static Real maxValueAfter (Size i, const C *c, bool, Size)

static void updateGuess (std::vector< Real > &vols, Real level, Size i)

static Size maxIterations ()

Detailed Description

traits for inflation-volatility bootstrap

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib