- QuantLib
- YoYInflationVolatilityTraits
 
traits for inflation-volatility bootstrap More...
#include <ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp>
| Public Types | |
| typedef BootstrapHelper < YoYOptionletVolatilitySurface > | helper | 
| Static Public Member Functions | |
| static Date | initialDate (const YoYOptionletVolatilitySurface *s) | 
| static Real | initialValue (const YoYOptionletVolatilitySurface *s) | 
| template<class C > | |
| static Real | guess (Size i, const C *c, bool validData, Size) | 
| template<class C > | |
| static Real | minValueAfter (Size i, const C *c, bool, Size) | 
| template<class C > | |
| static Real | maxValueAfter (Size i, const C *c, bool, Size) | 
| static void | updateGuess (std::vector< Real > &vols, Real level, Size i) | 
| static Size | maxIterations () | 
traits for inflation-volatility bootstrap