ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp File Reference


Detailed Description

Inflation term structure based on the interpolation of year-on-year rates.

#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>

Include dependency graph for interpolatedyoyinflationcurve.hpp:


Namespaces

namespace  QuantLib

Classes

class  InterpolatedYoYInflationCurve
 Inflation term structure based on interpolated year-on-year rates. More...

Typedefs

typedef
InterpolatedYoYInflationCurve
< Linear > 
YoYInflationCurve