Posted by
mudcrab on
May 20, 2010; 1:08pm
URL: http://quantlib.414.s1.nabble.com/yield-term-structure-in-inflation-term-structure-tp44p46.html
Thanks Chris, I saw that also -- but that's it, right? No other data
members/methods of the Yield Term structure are relevant, it seems.
> 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
> -------------------------------------------------------------------------------------------------------
> 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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