strippedcapflooredcpicoupon.hpp File Reference

strips the embedded option from cap floored cpi coupons More...

#include <ql/cashflows/inflationcouponpricer.hpp>
#include <qle/cashflows/cpicoupon.hpp>

Go to the source code of this file.

Classes
class	StrippedCappedFlooredCPICoupon
class	StrippedCappedFlooredCPICashFlow
	Stripped capped or floored CPI cashflow. More...
class	StrippedCappedFlooredCPICouponLeg

Namespaces
namespace	QuantExt

Detailed Description

strips the embedded option from cap floored cpi coupons

Definition in file strippedcapflooredcpicoupon.hpp.