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inflationtermstructure.hpp
Langue: en
Version: 376156 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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