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< Interpolator >
	Inflation term structure based on interpolated year-on-year rates. More...
Typedefs
typedef InterpolatedYoYInflationCurve < Linear >	YoYInflationCurve

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Detailed Description

Inflation term structure based on the interpolation of year-on-year rates.