inflationtermstructure.hpp

Langue: en

Autres versions - même langue

Version: 376156 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/inflationtermstructure.hpp -

Base classes for inflation term structures.

SYNOPSIS


#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/inflation/seasonality.hpp>

Classes


class InflationTermStructure
Interface for inflation term structures.
class ZeroInflationTermStructure
Interface for zero inflation term structures.
class YoYInflationTermStructure
Base class for year-on-year inflation term structures.

Functions


std::pair< Date, Date > inflationPeriod (const Date &, Frequency)
utility function giving the inflation period for a given date
Time inflationYearFraction (Frequency, bool indexIsInterpolated, const DayCounter &, const Date &, const Date &)

Detailed Description

Base classes for inflation term structures.

Author

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