interpolatedyoycapfloortermpricesurface.hpp File Reference

Interpolated YoY Inflation Cap floor term price surface - extends QuantLib InterpolatedYoYCapFloorTermPriceSurface to allow choice of termstructure directly from YoY swap quotes or from atm swap quotes stripped from cap/floor price surface. More...

#include <ql/experimental/inflation/yoycapfloortermpricesurface.hpp>
#include <qle/indexes/inflationindexwrapper.hpp>

Go to the source code of this file.

Classes
class	InterpolatedYoYCapFloorTermPriceSurface< Interpolator2D, Interpolator1D >
	Interpolated YoY Inflation Cap floor term price surface. More...
struct	CloseEnoughComparator

Namespaces
namespace	QuantExt
namespace	QuantExt::detail

Detailed Description

Interpolated YoY Inflation Cap floor term price surface - extends QuantLib InterpolatedYoYCapFloorTermPriceSurface to allow choice of termstructure directly from YoY swap quotes or from atm swap quotes stripped from cap/floor price surface.

Definition in file interpolatedyoycapfloortermpricesurface.hpp.