QuantLib_ZeroInflationTraits man page

ZeroInflationTraits — Bootstrap traits to use for PiecewiseZeroInflationCurve.  

Synopsis

#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 ()

Detailed Description

Bootstrap traits to use for PiecewiseZeroInflationCurve.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 1 2017 Version 1.10.1 QuantLib