quantlib.termstructures.inflation.inflation_helpers.

ZeroCouponInflationSwapHelper

class ZeroCouponInflationSwapHelper(Quote quote, Period swap_obs_lag, Date maturity, Calendar calendar, BusinessDayConvention payment_convention, DayCounter day_counter, ZeroInflationIndex zii, InterpolationType observation_interpolation, HandleYieldTermStructure nominal_term_structure)

Bases: object

Attributes:

implied_quote

latest_date

Methods

set_term_structure(self, ...)