- QuantLib
- ZeroCouponInflationSwapHelper
 
Zero-coupon inflation-swap bootstrap helper. More...
#include <ql/termstructures/inflation/inflationhelpers.hpp>

| Public Member Functions | |
| ZeroCouponInflationSwapHelper (const Handle< Quote > "e, const Period &swapObsLag, const Date &maturity, const Calendar &calendar, BusinessDayConvention paymentConvention, const DayCounter &dayCounter, const boost::shared_ptr< ZeroInflationIndex > &zii) | |
| void | setTermStructure (ZeroInflationTermStructure *) | 
| 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 < ZeroInflationIndex > | zii_ | 
| boost::shared_ptr < ZeroCouponInflationSwap > | zciis_ | 
Zero-coupon inflation-swap bootstrap helper.
| void setTermStructure | ( | ZeroInflationTermStructure * | ) |  [virtual] | 
sets the term structure to be used for pricing
Reimplemented from BootstrapHelper< ZeroInflationTermStructure >.