ZeroInflationTraits Class Reference

Bootstrap traits to use for PiecewiseZeroInflationCurve. More...

#include <ql/termstructures/inflation/piecewisezeroinflationcurve.hpp>

List of all members.

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.