zeroinflationcurveobservermoving.hpp File Reference

Observable inflation term structure based on the interpolation of zero rate quotes, but with floating reference date. 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	ZeroInflationCurveObserverMoving< Interpolator >
	Inflation term structure based on the interpolation of zero rates, with floating reference date. More...

Namespaces
namespace	QuantExt

Detailed Description

Observable inflation term structure based on the interpolation of zero rate quotes, but with floating reference date.

Definition in file zeroinflationcurveobservermoving.hpp.