inflationtraits.hpp File Reference

inflation bootstrap traits More...

#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>
#include <ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Go to the source code of this file.

Classes
class	ZeroInflationTraits
	Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
class	YoYInflationTraits
	Bootstrap traits to use for PiecewiseZeroInflationCurve. More...

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Variables
constexpr double	avgInflation = 0.02
constexpr double	maxInflation = 0.5

Detailed Description

inflation bootstrap traits

Definition in file inflationtraits.hpp.