Public Attributes | |
double | baseCpi = 0.0 |
std::vector< double > | zeroRates |
std::vector< double > | forwardCpis |
Public Attributes inherited from InflationCurveCalibrationInfo | |
std::string | dayCounter |
std::string | calendar |
QuantLib::Date | baseDate |
std::vector< QuantLib::Date > | pillarDates |
std::vector< double > | times |