External module "ql/termstructures/inflationtermstructure"

Index

Classes

Functions

Functions

inflationPeriod

inflationPeriod(d: Date, frequency: Frequency): [Date, Date]

- Defined in ql/termstructures/inflationtermstructure.ts:422
Parameters
- d: Date
- frequency: Frequency
Returns [Date, Date]

inflationYearFraction

inflationYearFraction(f: Frequency, indexIsInterpolated: boolean, dayCounter: DayCounter, d1: Date, d2: Date): Time

- Defined in ql/termstructures/inflationtermstructure.ts:455
Parameters
- f: Frequency
- indexIsInterpolated: boolean
- dayCounter: DayCounter
- d1: Date
- d2: Date
Returns Time