ql/termstructures/inflationtermstructure.hpp File Reference
Base classes for inflation term structures. More...
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/inflation/seasonality.hpp>
Include dependency graph for inflationtermstructure.hpp:

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 | |
Time | inflationYearFraction (Frequency, bool indexIsInterpolated, const DayCounter &, const Date &, const Date &) |
Detailed Description
Base classes for inflation term structures.