InterpolatedZeroInflationCurve (3) Linux Manual Page
ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp – Inflation term structure based on the interpolation of zero rates.
Synopsis
#include <ql/termstructures/inflationtermstructure.hpp>#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <boost/noncopyable.hpp>
Classes
class InterpolatedZeroInflationCurve< Interpolator >Inflation term structure based on the interpolation of zero rates.