QuantLib: ZeroInflationTraits Class Reference

### A free/open-source library for quantitative finance

# ZeroInflationTraits Class Reference

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

List of all members.

## Detailed Description

Bootstrap traits to use for PiecewiseZeroInflationCurve.

## 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)