QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Functions
QuantLib::detail::CPI Namespace Reference

Functions

QuantLib::CPI::InterpolationType effectiveInterpolationType (const ext::shared_ptr< ZeroInflationIndex > &index, const QuantLib::CPI::InterpolationType &type=QuantLib::CPI::AsIndex)
 
bool isInterpolated (const ext::shared_ptr< ZeroInflationIndex > &index, const QuantLib::CPI::InterpolationType &type=QuantLib::CPI::AsIndex)
 

Function Documentation

◆ effectiveInterpolationType()

CPI::InterpolationType effectiveInterpolationType ( const ext::shared_ptr< ZeroInflationIndex > &  index,
const QuantLib::CPI::InterpolationType type = QuantLib::CPI::AsIndex 
)

Definition at line 421 of file inflationindex.cpp.

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◆ isInterpolated()

bool isInterpolated ( const ext::shared_ptr< ZeroInflationIndex > &  index,
const QuantLib::CPI::InterpolationType type = QuantLib::CPI::AsIndex 
)

Definition at line 386 of file inflationindex.hpp.

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