ZeroCouponInflationSwapHelper Class Reference

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

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

Inheritance diagram for ZeroCouponInflationSwapHelper:

List of all members.

Public Member Functions

 ZeroCouponInflationSwapHelper (const Handle< Quote > &quote, 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_


Detailed Description

Zero-coupon inflation-swap bootstrap helper.