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... |