Re: yield term structure in inflation term structure

Posted by Chris Kenyon-2 on May 20, 2010; 10:03am
URL: http://quantlib.414.s1.nabble.com/yield-term-structure-in-inflation-term-structure-tp44p45.html

Hi [hidden email],

the reference date for the yield term structure is used in various places when doing lag calculations, see e.g. InterpolatedXXXInflationCurve.hpp, where XXX=YoY or Zero.

Best,
Chris
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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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