piecewiseyoyinflationcurve.hpp

Langue: en

Autres versions - même langue

Version: 373954 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp -

Piecewise year-on-year inflation term structure.

SYNOPSIS


#include <ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp>
#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/patterns/lazyobject.hpp>

Classes


class YoYInflationTraits
Bootstrap traits to use for PiecewiseZeroInflationCurve.
class PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
Piecewise year-on-year inflation term structure.

Detailed Description

Piecewise year-on-year inflation term structure.

Author

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