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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
piecewisezeroinflationcurve.hpp File Reference

Piecewise interpolated zero inflation term structure. More...

#include <ql/indexes/inflationindex.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/iterativebootstrap.hpp>
#include <qle/termstructures/inflation/inflationtraits.hpp>
#include <qle/utilities/inflation.hpp>
#include <utility>

Go to the source code of this file.

Classes

class  PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >
 Piecewise zero-inflation term structure. More...
 

Namespaces

namespace  QuantExt
 

Detailed Description

Piecewise interpolated zero inflation term structure.

Definition in file piecewisezeroinflationcurve.hpp.