InflationTermStructure (3) Linux Manual Page
ql/termstructures/inflationtermstructure.hpp – Base classes for inflation term structures.
Synopsis
#include <ql/termstructures/yieldtermstructure.hpp>Classes
class InflationTermStructureInterface 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
