inflation bootstrap traits More...
#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>
#include <ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
Classes | |
class | ZeroInflationTraits |
Bootstrap traits to use for PiecewiseZeroInflationCurve. More... | |
class | YoYInflationTraits |
Bootstrap traits to use for PiecewiseZeroInflationCurve. More... | |
Variables | |
const Rate | avgInflation = 0.02 |
const Rate | maxInflation = 0.5 |
inflation bootstrap traits