Interface InflationBootstrapHelper

Hierarchy

InflationBootstrapHelper

Implemented by

Index

Methods

ibhInit

Methods

ibhInit

ibhInit(quote: Handle<Quote>, swapObsLag: Period, maturity: Date, calendar: Calendar, paymentConvention: BusinessDayConvention, dayCounter: DayCounter, yii: InflationIndex): ZeroCouponInflationSwapHelper | YearOnYearInflationSwapHelper

- Defined in ql/termstructures/inflation/inflationhelpers.ts:25
Parameters
- quote: Handle<Quote>
- swapObsLag: Period
- maturity: Date
- calendar: Calendar
- paymentConvention: BusinessDayConvention
- dayCounter: DayCounter
- yii: InflationIndex
Returns ZeroCouponInflationSwapHelper | YearOnYearInflationSwapHelper