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.