ZciisInflationHelper Class Reference

Zero-coupon inflation-swap bootstrap helper. More...

#include <ql/termstructures/inflation/inflationhelpers.hpp>

Inheritance diagram for ZciisInflationHelper:

List of all members.

Public Member Functions

 ZciisInflationHelper (const Handle< Quote > &quote, const Period &lag, const Date &maturity, Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dayCounter, Frequency frequency)
void setTermStructure (ZeroInflationTermStructure *)
Real impliedQuote () const

Protected Attributes

Period lag_
Date maturity_
Natural settlementDays_
Calendar calendar_
BusinessDayConvention paymentConvention_
DayCounter dayCounter_
Frequency frequency_
boost::shared_ptr
< ZeroCouponInflationSwap
zciis_


Detailed Description

Zero-coupon inflation-swap bootstrap helper.