piecewiseyoyinflationcurve (3) - Linux Man Pages

piecewiseyoyinflationcurve: Piecewise year-on-year inflation term structure.

NAME

ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp - Piecewise year-on-year inflation term structure.

SYNOPSIS


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

Classes


class YoYInflationTraits
Bootstrap traits to use for PiecewiseZeroInflationCurve.
class PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
Piecewise year-on-year inflation term structure.

Detailed Description

Piecewise year-on-year inflation term structure.

Author

Generated automatically by Doxygen for QuantLib from the source code.