inflationtraits.hpp File Reference

inflation bootstrap traits More...

Include dependency graph for inflationtraits.hpp:

Classes

class  ZeroInflationTraits
 Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
 
class  YoYInflationTraits
 Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
 

Namespaces

 QuantLib
 

Variables

const Rate avgInflation = 0.02
 
const Rate maxInflation = 0.5
 

Detailed Description

inflation bootstrap traits