inflationtermstructure (3) - Linux Manuals
inflationtermstructure: Base classes for inflation term structures.
NAME
ql/termstructures/inflationtermstructure.hpp - Base classes for inflation term structures.
SYNOPSIS
#include <ql/termstructures/yieldtermstructure.hpp>
Classes
class InflationTermStructure
Interface for inflation term structures.
class ZeroInflationTermStructure
Interface for zero inflation term structures.
class YoYInflationTermStructure
Base class for year-on-year inflation term structures.
Functions
std::pair< Date, Date > inflationPeriod (const Date &, Frequency)
utility function giving the inflation period for a given date
Detailed Description
Base classes for inflation term structures.
Author
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