yoyinflationcurveobservermoving.hpp File Reference

Observable inflation term structure with floating reference date based on the interpolation of zero rate quotes. More...

#include <ql/math/comparison.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>

Classes
class	YoYInflationCurveObserverMoving< Interpolator >
	Inflation term structure based on the interpolation of zero rates. More...

Detailed Description

Observable inflation term structure with floating reference date based on the interpolation of zero rate quotes.