inflationhelpers.hpp

Langue: en

Autres versions - même langue

Version: 374300 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/inflation/inflationhelpers.hpp -

Bootstrap helpers for inflation term structures.

SYNOPSIS


#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/instruments/zerocouponinflationswap.hpp>
#include <ql/instruments/yearonyearinflationswap.hpp>

Classes


class ZeroCouponInflationSwapHelper
Zero-coupon inflation-swap bootstrap helper.
class YearOnYearInflationSwapHelper
Year-on-year inflation-swap bootstrap helper.

Detailed Description

Bootstrap helpers for inflation term structures.

Author

Generated automatically by Doxygen for QuantLib from the source code.