yoycapfloor.hpp File Reference

class for holding details of a year on year inflation cap floor calibration instrument. More...

#include <ored/model/calibrationbasket.hpp>
#include <ored/model/calibrationinstrumentfactory.hpp>
#include <ored/marketdata/strike.hpp>
#include <ql/instruments/inflationcapfloor.hpp>

Go to the source code of this file.

Classes
class	YoYCapFloor

Namespaces
namespace	ore
	Serializable Credit Default Swap.
namespace	ore::data

Detailed Description

class for holding details of a year on year inflation cap floor calibration instrument.

Definition in file yoycapfloor.hpp.