YyiisInflationHelper Class Reference
#include <ql/termstructures/inflation/inflationhelpers.hpp>
Inheritance diagram for YyiisInflationHelper:

Detailed Description
Year-on-year inflation-swap bootstrap helper.Public Member Functions | |
| YyiisInflationHelper (const Handle< Quote > "e, const Period &lag, const Date &maturity, Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const DayCounter &dayCounter, Frequency frequency) | |
| void | setTermStructure (YoYInflationTermStructure *) |
| Real | impliedQuote () const |
Protected Attributes | |
| Period | lag_ |
| Date | maturity_ |
| Natural | settlementDays_ |
| Calendar | calendar_ |
| BusinessDayConvention | paymentConvention_ |
| DayCounter | dayCounter_ |
| Frequency | frequency_ |
|
boost::shared_ptr < YearOnYearInflationSwap > | yyiis_ |