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piecewiseyoyinflationcurve.hpp
Langue: en
Version: 373954 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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