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 |
Observable inflation term structure with fixed reference date based on the interpolation of yoy rate quotes.
Definition in file yoyinflationcurveobserverstatic.hpp.