piecewisezeroinflationcurve.hpp

Langue: en

Autres versions - même langue

Version: 382132 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/inflation/piecewisezeroinflationcurve.hpp -

Piecewise zero-inflation term structure.

SYNOPSIS


#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>
#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/patterns/lazyobject.hpp>

Classes


class ZeroInflationTraits
Bootstrap traits to use for PiecewiseZeroInflationCurve.
class PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
Piecewise zero-inflation term structure.

Detailed Description

Piecewise zero-inflation term structure.

Author

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