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interpolatedyoyinflationcurve.hpp
Langue: en
Version: 381888 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp -Inflation term structure based on the interpolation of year-on-year rates.
SYNOPSIS
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>
Classes
class InterpolatedYoYInflationCurve< Interpolator >
Inflation term structure based on interpolated year-on-year rates.
Typedefs
typedef InterpolatedYoYInflationCurve< Linear > YoYInflationCurve
Detailed Description
Inflation term structure based on the interpolation of year-on-year rates.
Author
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