interpolatedzeroinflationcurve (3) - Linux Manuals
interpolatedzeroinflationcurve: Inflation term structure based on the interpolation of zero rates.
NAME
ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp - Inflation term structure based on the interpolation of zero rates.
SYNOPSIS
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>
Classes
class InterpolatedZeroInflationCurve< Interpolator >
Inflation term structure based on the interpolation of zero rates.
Typedefs
typedef InterpolatedZeroInflationCurve< Linear > ZeroInflationCurve
Detailed Description
Inflation term structure based on the interpolation of zero rates.
Author
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