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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Inflation term structure based on the interpolation of zero 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 | InterpolatedZeroInflationCurve< Interpolator > |
| Inflation term structure based on the interpolation of zero rates. More... | |
Namespaces | |
| namespace | QuantLib |
Typedefs | |
| typedef InterpolatedZeroInflationCurve< Linear > | ZeroInflationCurve |
Inflation term structure based on the interpolation of zero rates.
Definition in file interpolatedzeroinflationcurve.hpp.