inflationhelpers (3) Linux Manual Page

ql/termstructures/inflation/inflationhelpers.hpp – Bootstrap helpers for inflation term structures.

Synopsis

#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/instruments/zerocouponinflationswap.hpp>
#include <ql/instruments/yearonyearinflationswap.hpp>

Classes

class ZciisInflationHelper
Zero-coupon inflation-swap bootstrap helper.
class YyiisInflationHelper
Year-on-year inflation-swap bootstrap helper.

Detailed Description

Bootstrap helpers for inflation term structures.

Author

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