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

Observable inflation term structure with fixed reference date based on the interpolation of yoy rate quotes. More...

#include <ql/math/comparison.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>

Go to the source code of this file.

Classes

class  YoYInflationCurveObserverStatic< Interpolator >
 Inflation term structure based on the interpolation of zero rates. More...
 

Namespaces

namespace  QuantExt
 

Detailed Description

Observable inflation term structure with fixed reference date based on the interpolation of yoy rate quotes.

Definition in file yoyinflationcurveobserverstatic.hpp.