QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces | Functions
inflationtermstructure.hpp File Reference

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)
 

Detailed Description

Base classes for inflation term structures.

Definition in file inflationtermstructure.hpp.