ql/termstructures/inflationtermstructure.hpp File Reference


Detailed Description

Base classes for inflation term structures.

#include <ql/termstructures/yieldtermstructure.hpp>

Include dependency graph for inflationtermstructure.hpp:


Namespaces

namespace  QuantLib

Classes

class  InflationTermStructure
 Interface for inflation term structures. More...
class  ZeroInflationTermStructure
 Interface for zero inflation term structures. More...
class  YoYInflationTermStructure
 Base class for year-on-year inflation term structures. More...

Functions

std::pair< Date, Date > inflationPeriod (const Date &, Frequency)
 utility function giving the inflation period for a given date