QuantLib_USCPI

Langue: en

Version: 382305 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::USCPI -

US CPI index.

SYNOPSIS


#include <ql/indexes/inflation/uscpi.hpp>

Inherits QuantLib::ZeroInflationIndex.

Public Member Functions


USCPI (bool interpolated, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >())

Detailed Description

US CPI index.

Author

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