YearOnYearInflationSwapHelper Class Reference
Year-on-year inflation-swap bootstrap helper. More...
#include <ql/termstructures/inflation/inflationhelpers.hpp>
Inheritance diagram for YearOnYearInflationSwapHelper:

Public Member Functions | |
| YearOnYearInflationSwapHelper (const Handle< Quote > "e, const Period &swapObsLag_, const Date &maturity, const Calendar &calendar, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const boost::shared_ptr< YoYInflationIndex > &yii) | |
| void | setTermStructure (YoYInflationTermStructure *) |
| Real | impliedQuote () const |
Protected Attributes | |
| Period | swapObsLag_ |
| Date | maturity_ |
| Calendar | calendar_ |
| BusinessDayConvention | paymentConvention_ |
| DayCounter | dayCounter_ |
|
boost::shared_ptr < YoYInflationIndex > | yii_ |
|
boost::shared_ptr < YearOnYearInflationSwap > | yyiis_ |