inflationindexwrapper.hpp File Reference

wrapper classes for inflation yoy and interpolation More...

#include <ql/cashflows/cpicoupon.hpp>
#include <ql/cashflows/inflationcouponpricer.hpp>
#include <ql/indexes/inflationindex.hpp>

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Classes
class	ZeroInflationIndexWrapper
	Wrapper that changes the interpolation of an underlying ZC inflation index. More...
class	YoYInflationIndexWrapper
	Wrapper that creates a yoy from a zc index. More...

Namespaces
namespace	QuantExt

Detailed Description

wrapper classes for inflation yoy and interpolation

Definition in file inflationindexwrapper.hpp.