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Fully annotated reference manual - version 1.8.12
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capflooredyoyleg.cpp
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1/*
2Copyright (C) 2019 Quaternion Risk Management Ltd
3All rights reserved.
4
5This file is part of ORE, a free-software/open-source library
6for transparent pricing and risk analysis - http://opensourcerisk.org
7
8ORE is free software: you can redistribute it and/or modify it
9under the terms of the Modified BSD License. You should have received a
10copy of the license along with this program.
11The license is also available online at <http://opensourcerisk.org>
12
13This program is distributed on the basis that it will form a useful
14contribution to risk analytics and model standardisation, but WITHOUT
15ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
16FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
17*/
18
20
21namespace ore {
22namespace data {
23} // namespace data
24} // namespace ore
builder that returns an engine to price capped floored yoy inflation legs
@ data
Definition: log.hpp:77
Serializable Credit Default Swap.
Definition: namespaces.docs:23