inflation Directory Reference

Files
file	cpicapfloorengines.hpp
	Engines for CPI options.
file	cpicapfloortermpricesurface.hpp
	cpi inflation cap and floor term price structure. N.B. cpi cap/floors have a single (one) flow (unlike nominal caps) because they observe cumulative inflation up to their maturity. Options are on CPI(T)/CPI(0) but strikes are quoted for yearly average inflation, so require transformation via (1+quote)^T to obtain actual strikes. These are consistent with ZCIIS quoting conventions.
file	genericindexes.hpp
	Generic inflation indexes.
file	interpolatedyoyoptionletstripper.hpp
	interpolated yoy inflation-cap stripping
file	kinterpolatedyoyoptionletvolatilitysurface.hpp
	K-interpolated yoy optionlet volatility.
file	piecewiseyoyoptionletvolatility.hpp
	piecewise yoy inflation volatility term structure
file	polynomial2Dspline.hpp
	polynomial interpolation in the y-direction, spline interpolation x-direction
file	yoycapfloortermpricesurface.hpp
file	yoyinflationoptionletvolatilitystructure2.hpp
	experimental yoy inflation volatility structures
file	yoyoptionlethelpers.hpp
	yoy inflation cap and floor term-price structure
file	yoyoptionletstripper.hpp
	yoy inflation-cap stripping