zeroinflationcurveobservermoving.hpp File Reference

Observable inflation term structure based on the interpolation of zero rate quotes, but with floating reference date. 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	ZeroInflationCurveObserverMoving< Interpolator >
	Inflation term structure based on the interpolation of zero rates, with floating reference date. More...

Detailed Description

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