ql/termstructures/inflationtermstructure.hpp File Reference
Detailed Description
Base classes for inflation term structures.
#include <ql/termstructures/yieldtermstructure.hpp>
Include dependency graph for inflationtermstructure.hpp:

Namespaces | |
| namespace | QuantLib |
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... | |
Functions | |
| std::pair< Date, Date > | inflationPeriod (const Date &, Frequency) |
| utility function giving the inflation period for a given date | |