QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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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) |
CPI::InterpolationType effectiveInterpolationType | ( | const ext::shared_ptr< ZeroInflationIndex > & | index, |
const QuantLib::CPI::InterpolationType & | type = QuantLib::CPI::AsIndex |
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bool isInterpolated | ( | const ext::shared_ptr< ZeroInflationIndex > & | index, |
const QuantLib::CPI::InterpolationType & | type = QuantLib::CPI::AsIndex |
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Definition at line 386 of file inflationindex.hpp.