interpolatedyoyinflationcurve.hpp

Langue: en

Autres versions - même langue

Version: 381888 (fedora - 01/12/10)

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/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>

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

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