Observable inflation term structure 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 | ZeroInflationCurveObserverStatic< Interpolator > |
| Inflation term structure based on the interpolation of zero rates. More... | |
Observable inflation term structure based on the interpolation of zero rate quotes.