interpolatedyoyinflationcurve.hpp

Langue: en

Autres versions - même langue

Version: 168510 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp - Inflation term structure based on the interpolation of year-on-year rates.

SYNOPSIS


#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>

Classes


class InterpolatedYoYInflationCurve< Interpolator >
Inflation term structure based on interpolated year-on-year rates.

Typedefs


typedef InterpolatedYoYInflationCurve< Linear > YoYInflationCurve

Detailed Description

Inflation term structure based on the interpolation of year-on-year rates.

Author

Generated automatically by Doxygen for QuantLib from the source code.