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, YieldTermStructure nominal_term_structure)

Bases: object

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
set_term_structure(self, ...)

Attributes

implied_quote
latest_date

set_term_structure(self, ZeroInflationTermStructure ts)