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>
Classes | |
| class | InterpolatedYoYInflationCurve< Interpolator > |
| Inflation term structure based on interpolated year-on-year rates. More... | |
Typedefs | |
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typedef InterpolatedYoYInflationCurve < Linear > | YoYInflationCurve |
Inflation term structure based on the interpolation of year-on-year rates.