dynamiccpivolatilitystructure.hpp File Reference

dynamic zero inflation volatility structure More...

#include <boost/make_shared.hpp>
#include <ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp>
#include <ql/termstructures/volatility/smilesection.hpp>
#include <qle/termstructures/dynamicstype.hpp>
#include <qle/termstructures/interpolatedcpivolatilitysurface.hpp>

Classes
class	DynamicCPIVolatilitySurface
	Converts a CPIVolatilityStructure with fixed reference date into a floating reference date term structure. More...

Detailed Description

dynamic zero inflation volatility structure