ZeroInflationTraits Class Reference

Bootstrap traits to use for PiecewiseZeroInflationCurve. More...

#include <qle/termstructures/inflation/inflationtraits.hpp>

Classes
class	BootstrapFirstDateInitializer

Public Types
typedef QuantLib::BootstrapHelper< QuantLib::ZeroInflationTermStructure >	helper

Static Public Member Functions
static QuantLib::Date	initialDate (const BootstrapFirstDateInitializer *t)
static QuantLib::Rate	initialValue (const QuantLib::ZeroInflationTermStructure *t)
template<class C >
static QuantLib::Rate	guess (QuantLib::Size i, const C *c, bool validData, QuantLib::Size)
template<class C >
static QuantLib::Rate	minValueAfter (QuantLib::Size i, const C *c, bool validData, QuantLib::Size)
template<class C >
static QuantLib::Rate	maxValueAfter (QuantLib::Size i, const C *c, bool validData, QuantLib::Size)
static void	updateGuess (std::vector< QuantLib::Rate > &data, QuantLib::Rate level, QuantLib::Size i)
static QuantLib::Size	maxIterations ()

Detailed Description

Bootstrap traits to use for PiecewiseZeroInflationCurve.