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Fully annotated reference manual - version 1.8.12
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Public Attributes | List of all members
ZeroInflationCurveCalibrationInfo Struct Reference

#include <ored/marketdata/todaysmarketcalibrationinfo.hpp>

+ Inheritance diagram for ZeroInflationCurveCalibrationInfo:
+ Collaboration diagram for ZeroInflationCurveCalibrationInfo:

Public Attributes

double baseCpi = 0.0
 
std::vector< double > zeroRates
 
std::vector< double > forwardCpis
 
- Public Attributes inherited from InflationCurveCalibrationInfo
std::string dayCounter
 
std::string calendar
 
QuantLib::Date baseDate
 
std::vector< QuantLib::Date > pillarDates
 
std::vector< double > times
 

Additional Inherited Members

- Public Member Functions inherited from InflationCurveCalibrationInfo
virtual ~InflationCurveCalibrationInfo ()
 

Detailed Description

Definition at line 84 of file todaysmarketcalibrationinfo.hpp.

Member Data Documentation

◆ baseCpi

double baseCpi = 0.0

Definition at line 85 of file todaysmarketcalibrationinfo.hpp.

◆ zeroRates

std::vector<double> zeroRates

Definition at line 86 of file todaysmarketcalibrationinfo.hpp.

◆ forwardCpis

std::vector<double> forwardCpis

Definition at line 87 of file todaysmarketcalibrationinfo.hpp.