cpicoupon.hpp File Reference

CPI leg builder extending QuantLib's to handle caps and floors. More...

#include <ql/cashflows/cpicoupon.hpp>
#include <ql/instruments/cpicapfloor.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes
class	CPICoupon
class	CappedFlooredCPICashFlow
	Capped or floored CPI cashflow. More...
class	CappedFlooredCPICoupon
	Capped or floored CPI coupon. More...
class	CPILeg
	Helper class building a sequence of capped/floored CPI coupons. More...

Namespaces
namespace	QuantExt

Detailed Description

CPI leg builder extending QuantLib's to handle caps and floors.

Definition in file cpicoupon.hpp.