inflationtermstructure.hpp File Reference

Base classes for inflation term structures. More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/inflation/seasonality.hpp>
Include dependency graph for inflationtermstructure.hpp:

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

 QuantLib
 

Functions

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

Detailed Description

Base classes for inflation term structures.