QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Inflation term structure based on the interpolation of zero 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 | InterpolatedZeroInflationCurve< Interpolator > |
Inflation term structure based on the interpolation of zero rates. More... | |
Namespaces | |
namespace | QuantLib |
Typedefs | |
typedef InterpolatedZeroInflationCurve< Linear > | ZeroInflationCurve |
Inflation term structure based on the interpolation of zero rates.
Definition in file interpolatedzeroinflationcurve.hpp.