inflationtraits.hpp File Reference

interpolated correlation term structure More...

#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp>
#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>

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Classes
class	ZeroInflationTraits
	Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
class	ZeroInflationTraits::BootstrapFirstDateInitializer

Namespaces
namespace	QuantExt
namespace	QuantExt::detail

Variables
const QuantLib::Rate	avgInflation = 0.02
const QuantLib::Rate	maxInflation = 0.5

Detailed Description

interpolated correlation term structure

Definition in file inflationtraits.hpp.