YoYInflationVolatilityTraits Class Reference

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 ()
 

Detailed Description

traits for inflation-volatility bootstrap