QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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interpolatedzeroinflationcurve.hpp File Reference

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>

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Classes

class  InterpolatedZeroInflationCurve< Interpolator >
 Inflation term structure based on the interpolation of zero rates. More...
 

Namespaces

namespace  QuantLib
 

Typedefs

typedef InterpolatedZeroInflationCurve< Linear > ZeroInflationCurve
 

Detailed Description

Inflation term structure based on the interpolation of zero rates.

Definition in file interpolatedzeroinflationcurve.hpp.