yield term structure in inflation term structure
Posted by
mudcrab on
May 19, 2010; 9:24pm
URL: http://quantlib.414.s1.nabble.com/yield-term-structure-in-inflation-term-structure-tp44.html
Hello List,
I was wondering -- why does the yield term structure (or at least a handle
to it) needs to be passed to the inflation term structure? Conceptually,
I cannot understand why it need be so (particularly for a
ZeroInflationcCurve) and I couldn't see from the code exactly where it was
being used.
Can anyone provide any insight?
Thanks!
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