QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Inflation term structures

Classes

class  InterpolatedYoYInflationCurve< Interpolator >
 Inflation term structure based on interpolated year-on-year rates. More...
class  InterpolatedZeroInflationCurve< Interpolator >
 Inflation term structure based on the interpolation of zero rates. More...
class  InflationTermStructure
 Interface for inflation term structures. More...

Detailed Description