QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Functions
QuantLib::detail::CPI Namespace Reference

Functions

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

Function Documentation

◆ effectiveInterpolationType() [1/2]

CPI::InterpolationType effectiveInterpolationType ( const QuantLib::CPI::InterpolationType type)

Definition at line 406 of file inflationindex.cpp.

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◆ effectiveInterpolationType() [2/2]

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

Definition at line 415 of file inflationindex.cpp.

◆ isInterpolated() [1/2]

bool isInterpolated ( const QuantLib::CPI::InterpolationType type)

Definition at line 424 of file inflationindex.cpp.

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◆ isInterpolated() [2/2]

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

Definition at line 428 of file inflationindex.cpp.

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