Piecewise interpolated zero inflation term structure. More...
#include <ql/indexes/inflationindex.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/iterativebootstrap.hpp>
#include <qle/termstructures/inflation/inflationtraits.hpp>
#include <qle/utilities/inflation.hpp>
#include <utility>
Classes | |
class | PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > |
Piecewise zero-inflation term structure. More... | |
Piecewise interpolated zero inflation term structure.