Fully annotated reference manual - version 1.8.12
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#include "utilities.hpp"#include "toplevelfixture.hpp"#include <boost/test/unit_test.hpp>#include <ql/cashflows/cpicoupon.hpp>#include <ql/cashflows/cpicouponpricer.hpp>#include <ql/cashflows/indexedcashflow.hpp>#include <ql/experimental/inflation/cpicapfloorengines.hpp>#include <ql/experimental/inflation/cpicapfloortermpricesurface.hpp>#include <ql/indexes/ibor/gbplibor.hpp>#include <ql/indexes/inflation/euhicp.hpp>#include <ql/indexes/inflation/ukrpi.hpp>#include <ql/instruments/bonds/cpibond.hpp>#include <ql/instruments/cpicapfloor.hpp>#include <ql/instruments/cpiswap.hpp>#include <ql/instruments/zerocouponinflationswap.hpp>#include <ql/math/interpolations/bilinearinterpolation.hpp>#include <ql/pricingengines/blackformula.hpp>#include <ql/pricingengines/bond/discountingbondengine.hpp>#include <ql/pricingengines/swap/discountingswapengine.hpp>#include <ql/termstructures/bootstraphelper.hpp>#include <ql/termstructures/inflation/inflationhelpers.hpp>#include <ql/termstructures/inflation/piecewisezeroinflationcurve.hpp>#include <ql/termstructures/volatility/inflation/constantcpivolatility.hpp>#include <ql/termstructures/yield/flatforward.hpp>#include <ql/termstructures/yield/zerocurve.hpp>#include <ql/time/calendars/unitedkingdom.hpp>#include <ql/time/daycounters/actual365fixed.hpp>#include <ql/time/daycounters/actualactual.hpp>#include <ql/types.hpp>#include <qle/pricingengines/cpiblackcapfloorengine.hpp>#include <qle/termstructures/interpolatedcpivolatilitysurface.hpp>#include <qle/termstructures/strippedcpivolatilitystructure.hpp>#include <qle/time/yearcounter.hpp>