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QuantLib_ZeroInflationTraits
Langue: en
Version: 169889 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::ZeroInflationTraits - Bootstrap traits to use for PiecewiseZeroInflationCurve.SYNOPSIS
#include <ql/termstructures/inflation/piecewisezeroinflationcurve.hpp>
Public Types
typedef BootstrapHelper< ZeroInflationTermStructure > helper
Static Public Member Functions
static Size maxIterations ()
static Date initialDate (const ZeroInflationTermStructure *t)
static bool dummyInitialValue ()
static Rate initialValue (const ZeroInflationTermStructure *t)
static Rate initialGuess ()
static Rate guess (const ZeroInflationTermStructure *, const Date &)
static Real minValueAfter (Size, const std::vector< Rate > &)
static Real maxValueAfter (Size, const std::vector< Rate > &)
static void updateGuess (std::vector< Rate > &data, Rate level, Size i)
Detailed Description
Bootstrap traits to use for PiecewiseZeroInflationCurve.
Author
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