piecewiseyoyinflationcurve (3) - Linux Manuals

piecewiseyoyinflationcurve: Piecewise year-on-year inflation term structure.

Command to display piecewiseyoyinflationcurve manual in Linux: $ man 3 piecewiseyoyinflationcurve

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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