Class YoYInflationTraits

Hierarchy

YoYInflationTraits

Index

Methods

Methods

Static guess

guess(i: Size, c: InflationCurve, validData: boolean, s: Size): Rate

- Defined in ql/termstructures/inflation/inflationtraits.ts:93
Parameters
- i: Size
- c: InflationCurve
- validData: boolean
- s: Size
Returns Rate

Static initialDate

initialDate(t: InflationCurve): Date

- Defined in ql/termstructures/inflation/inflationtraits.ts:75
Parameters
- t: InflationCurve
Returns Date

Static initialValue

initialValue(t: InflationCurve): Rate

- Defined in ql/termstructures/inflation/inflationtraits.ts:89
Parameters
- t: InflationCurve
Returns Rate

Static maxIterations

maxIterations(): Size

- Defined in ql/termstructures/inflation/inflationtraits.ts:128
Returns Size

Static maxValueAfter

maxValueAfter(i: Size, c: InflationCurve, validData: boolean, s: Size): Rate

- Defined in ql/termstructures/inflation/inflationtraits.ts:115
Parameters
- i: Size
- c: InflationCurve
- validData: boolean
- s: Size
Returns Rate

Static minValueAfter

minValueAfter(i: Size, c: InflationCurve, validData: boolean, s: Size): Rate

- Defined in ql/termstructures/inflation/inflationtraits.ts:106
Parameters
- i: Size
- c: InflationCurve
- validData: boolean
- s: Size
Returns Rate

Static updateGuess

updateGuess(data: Rate[], level: Rate, i: Size): void

- Defined in ql/termstructures/inflation/inflationtraits.ts:124
Parameters
- data: Rate[]
- level: Rate
- i: Size
Returns void