yoyinflationmodeltermstructure.hpp File Reference

year-on-year inflation term structure implied by a cross asset model More...

#include <qle/models/crossassetmodel.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>

Classes
class	YoYInflationModelTermStructure

Detailed Description

year-on-year inflation term structure implied by a cross asset model