strippedcapflooredyoyinflationcoupon.hpp File Reference

strips the embedded option from cap floored yoy inflation coupons More...

#include <ql/cashflows/capflooredinflationcoupon.hpp>
#include <ql/cashflows/inflationcouponpricer.hpp>

Go to the source code of this file.

Classes
class	StrippedCappedFlooredYoYInflationCoupon
class	StrippedCappedFlooredYoYInflationCouponLeg

Namespaces
namespace	QuantExt

Detailed Description

strips the embedded option from cap floored yoy inflation coupons

Definition in file strippedcapflooredyoyinflationcoupon.hpp.