QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
inflation Directory Reference

Files

file  constantcpivolatility.hpp
 constant CPI volatility structure
 
file  cpivolatilitystructure.hpp
 zero inflation (i.e. CPI/RPI/HICP/etc.) volatility structures
 
file  yoyinflationoptionletvolatilitystructure.hpp
 yoy inflation volatility structures