QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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base classes for inflation indexes More...
#include <ql/currency.hpp>
#include <ql/handle.hpp>
#include <ql/index.hpp>
#include <ql/indexes/region.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
Go to the source code of this file.
Classes | |
struct | CPI |
class | InflationIndex |
Base class for inflation-rate indexes,. More... | |
class | ZeroInflationIndex |
Base class for zero inflation indices. More... | |
class | YoYInflationIndex |
Base class for year-on-year inflation indices. More... | |
Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
namespace | QuantLib::detail::CPI |
base classes for inflation indexes
Definition in file inflationindex.hpp.