ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp File Reference
Inflation term structure based on the interpolation of year-on-year rates. More...
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>
Include dependency graph for interpolatedyoyinflationcurve.hpp:

Classes | |
class | InterpolatedYoYInflationCurve |
Inflation term structure based on interpolated year-on-year rates. More... | |
Typedefs | |
typedef InterpolatedYoYInflationCurve < Linear > | YoYInflationCurve |
Detailed Description
Inflation term structure based on the interpolation of year-on-year rates.