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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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base classes for inflation indexes More...
#include <ql/currency.hpp>#include <ql/handle.hpp>#include <ql/index.hpp>#include <ql/indexes/region.hpp>#include <ql/termstructures/inflationtermstructure.hpp>Go to the source code of this file.
Classes | |
| struct | CPI |
| class | InflationIndex |
| Base class for inflation-rate indexes,. More... | |
| class | ZeroInflationIndex |
| Base class for zero inflation indices. More... | |
| class | YoYInflationIndex |
| Base class for year-on-year inflation indices. More... | |
Namespaces | |
| namespace | QuantLib |
| namespace | QuantLib::detail |
| namespace | QuantLib::detail::CPI |
Functions | |
| QuantLib::CPI::InterpolationType | effectiveInterpolationType (const QuantLib::CPI::InterpolationType &type) |
| QuantLib::CPI::InterpolationType | effectiveInterpolationType (const QuantLib::CPI::InterpolationType &type, const ext::shared_ptr< YoYInflationIndex > &index) |
| bool | isInterpolated (const QuantLib::CPI::InterpolationType &type) |
| bool | isInterpolated (const QuantLib::CPI::InterpolationType &type, const ext::shared_ptr< YoYInflationIndex > &index) |
base classes for inflation indexes
Definition in file inflationindex.hpp.