inflationtermstructure.hpp File Reference

Base classes for inflation term structures. More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/inflation/seasonality.hpp>

Go to the source code of this file.

Classes
class	InflationTermStructure
	Interface for inflation term structures. More...
class	ZeroInflationTermStructure
	Interface for zero inflation term structures. More...
class	YoYInflationTermStructure
	Base class for year-on-year inflation term structures. More...

Namespaces
namespace	QuantLib

Functions
std::pair< Date, Date >	inflationPeriod (const Date &, Frequency)
	utility function giving the inflation period for a given date More...
Time	inflationYearFraction (Frequency f, bool indexIsInterpolated, const DayCounter &dayCounter, const Date &d1, const Date &d2)

Detailed Description

Base classes for inflation term structures.

Definition in file inflationtermstructure.hpp.