wrapper classes for inflation yoy and interpolation More...
#include <ql/cashflows/cpicoupon.hpp>
#include <ql/cashflows/inflationcouponpricer.hpp>
#include <ql/indexes/inflationindex.hpp>
Classes | |
class | ZeroInflationIndexWrapper |
Wrapper that changes the interpolation of an underlying ZC inflation index. More... | |
class | YoYInflationIndexWrapper |
Wrapper that creates a yoy from a zc index. More... | |
wrapper classes for inflation yoy and interpolation