QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Base classes for inflation term structures. More...
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/inflation/seasonality.hpp>
Go to the source code of this file.
Classes | |
class | InflationTermStructure |
Interface for inflation term structures. More... | |
class | ZeroInflationTermStructure |
Interface for zero inflation term structures. More... | |
class | YoYInflationTermStructure |
Base class for year-on-year inflation term structures. More... | |
Namespaces | |
namespace | QuantLib |
Functions | |
std::pair< Date, Date > | inflationPeriod (const Date &, Frequency) |
utility function giving the inflation period for a given date More... | |
Time | inflationYearFraction (Frequency f, bool indexIsInterpolated, const DayCounter &dayCounter, const Date &d1, const Date &d2) |
Base classes for inflation term structures.
Definition in file inflationtermstructure.hpp.