Bootstrap helpers for inflation term structures. More...
#include <ql/termstructures/bootstraphelper.hpp>#include <ql/termstructures/inflationtermstructure.hpp>#include <ql/instruments/zerocouponinflationswap.hpp>#include <ql/instruments/yearonyearinflationswap.hpp>
Classes | |
| class | ZeroCouponInflationSwapHelper |
| Zero-coupon inflation-swap bootstrap helper. More... | |
| class | YearOnYearInflationSwapHelper |
| Year-on-year inflation-swap bootstrap helper. More... | |
Bootstrap helpers for inflation term structures.