ql/termstructures/inflation/inflationhelpers.hpp File Reference


Detailed Description

Bootstrap helpers for inflation term structures.

#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/instruments/zerocouponinflationswap.hpp>
#include <ql/instruments/yearonyearinflationswap.hpp>

Include dependency graph for inflationhelpers.hpp:


Namespaces

namespace  QuantLib

Classes

class  ZciisInflationHelper
 Zero-coupon inflation-swap bootstrap helper. More...
class  YyiisInflationHelper
 Year-on-year inflation-swap bootstrap helper. More...