- 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