interpolatedyoyinflationcurve.hpp File Reference

Inflation term structure based on the interpolation of year-on-year rates. More...

#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/comparison.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	InterpolatedYoYInflationCurve< Interpolator >
	Inflation term structure based on interpolated year-on-year rates. More...

Namespaces
namespace	QuantLib

Typedefs
typedef InterpolatedYoYInflationCurve< Linear >	YoYInflationCurve

Detailed Description

Inflation term structure based on the interpolation of year-on-year rates.

Definition in file interpolatedyoyinflationcurve.hpp.