inflationhelpers.hpp

Langue: en

Autres versions - même langue

Version: 153524 (fedora - 05/07/09)

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/instruments/zerocouponinflationswap.hpp>
#include <ql/instruments/yearonyearinflationswap.hpp>

Classes


class ZciisInflationHelper
Zero-coupon inflation-swap bootstrap helper.
class YyiisInflationHelper
Year-on-year inflation-swap bootstrap helper.

Detailed Description

Bootstrap helpers for inflation term structures.

Author

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