inflationPeriod (3) - Linux Manuals

inflationPeriod: Base classes for inflation term structures.

NAME

ql/termstructures/inflationtermstructure.hpp - Base classes for inflation term structures.

SYNOPSIS


#include <ql/termstructures/yieldtermstructure.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

Detailed Description

Base classes for inflation term structures.

Author

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