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Reference manual - version qle_version
Classes
inflationindexwrapper.hpp File Reference

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...
 

Detailed Description

wrapper classes for inflation yoy and interpolation