ZeroCouponInflationSwapHelper Class Reference
Zero-coupon inflation-swap bootstrap helper. More...
#include <ql/termstructures/inflation/inflationhelpers.hpp>
Inheritance diagram for ZeroCouponInflationSwapHelper:

Public Member Functions | |
ZeroCouponInflationSwapHelper (const Handle< Quote > "e, const Period &swapObsLag, const Date &maturity, const Calendar &calendar, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const boost::shared_ptr< ZeroInflationIndex > zii) | |
void | setTermStructure (ZeroInflationTermStructure *) |
Real | impliedQuote () const |
Protected Attributes | |
Period | swapObsLag_ |
Date | maturity_ |
Calendar | calendar_ |
BusinessDayConvention | paymentConvention_ |
DayCounter | dayCounter_ |
boost::shared_ptr < ZeroInflationIndex > | zii_ |
boost::shared_ptr < ZeroCouponInflationSwap > | zciis_ |