Observable inflation term structure based on the interpolation of zero rate quotes, but with floating reference date. More...
#include <ql/math/comparison.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
Classes | |
class | ZeroInflationCurveObserverMoving< Interpolator > |
Inflation term structure based on the interpolation of zero rates, with floating reference date. More... | |
Observable inflation term structure based on the interpolation of zero rate quotes, but with floating reference date.