QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Typedefs
interpolatedyoyinflationcurve.hpp File Reference

Inflation term structure based on the interpolation of year-on-year rates. More...

#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>

Go to the source code of this file.

Classes

class  InterpolatedYoYInflationCurve< Interpolator >
 Inflation term structure based on interpolated year-on-year rates. More...
 

Namespaces

namespace  QuantLib
 

Typedefs

typedef InterpolatedYoYInflationCurve< Linear > YoYInflationCurve
 

Detailed Description

Inflation term structure based on the interpolation of year-on-year rates.

Definition in file interpolatedyoyinflationcurve.hpp.