inflationtraits.hpp File Reference

interpolated correlation term structure More...

#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp>
#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>

Classes
class	ZeroInflationTraits
	Bootstrap traits to use for PiecewiseZeroInflationCurve. More...
class	ZeroInflationTraits::BootstrapFirstDateInitializer

Variables
const QuantLib::Rate	avgInflation = 0.02
const QuantLib::Rate	maxInflation = 0.5

Detailed Description

interpolated correlation term structure