- QuantLib
- YearOnYearInflationSwapHelper
 
Year-on-year inflation-swap bootstrap helper. More...
#include <ql/termstructures/inflation/inflationhelpers.hpp>

| 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 *) | 
| sets the term structure to be used for pricing | |
| 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_ | 
Year-on-year inflation-swap bootstrap helper.
| void setTermStructure | ( | YoYInflationTermStructure * | ) |  [virtual] | 
sets the term structure to be used for pricing
Reimplemented from BootstrapHelper< YoYInflationTermStructure >.