YoYInflationVolatilityTraits Class Reference

traits for inflation-volatility bootstrap More...

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

List of all members.

Public Types

typedef BootstrapHelper
< YoYOptionletVolatilitySurface
helper

Static Public Member Functions

static Size maxIterations ()
static Date initialDate (const YoYOptionletVolatilitySurface *s)
static bool dummyInitialValue ()
static Volatility initialValue (const YoYOptionletVolatilitySurface *s)
static Volatility initialGuess ()
static Volatility guess (const YoYOptionletVolatilitySurface *, const Date &)
static Volatility minValueAfter (Size n, const std::vector< Volatility > &v)
static Volatility maxValueAfter (Size n, const std::vector< Volatility > &v)
static void updateGuess (std::vector< Volatility > &vols, Volatility level, Size i)


Detailed Description

traits for inflation-volatility bootstrap