quantlib.termstructures.inflation.inflation_helpers.
YearOnYearInflationSwapHelper¶
- class YearOnYearInflationSwapHelper(Quote quote, Period swap_obs_lag, Date maturity, Calendar calendar, BusinessDayConvention payment_convention, DayCounter day_counter, YoYInflationIndex yii, InterpolationType interpolation, HandleYieldTermStructure nominal_term_structure)¶
Bases:
object
- Attributes:
- implied_quote
- latest_date
Methods
set_term_structure
(self, ...)