piecewisezeroinflationcurve (3) - Linux Manuals
piecewisezeroinflationcurve: Piecewise zero-inflation term structure.
NAME
ql/termstructures/inflation/piecewisezeroinflationcurve.hpp - Piecewise zero-inflation term structure.
SYNOPSIS
#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>
#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/patterns/lazyobject.hpp>
Classes
class ZeroInflationTraits
Bootstrap traits to use for PiecewiseZeroInflationCurve.
class PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
Piecewise zero-inflation term structure.
Detailed Description
Piecewise zero-inflation term structure.
Author
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