Piecewise interpolated zero inflation term structure. More...
#include <ql/indexes/inflationindex.hpp>#include <ql/patterns/lazyobject.hpp>#include <ql/termstructures/iterativebootstrap.hpp>#include <qle/termstructures/inflation/inflationtraits.hpp>#include <qle/utilities/inflation.hpp>#include <utility>Classes | |
| class | PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits > |
| Piecewise zero-inflation term structure. More... | |
Piecewise interpolated zero inflation term structure.