QuantLib: C:/dev/QuantLib/ql/instruments/makeyoyinflationcapfloor.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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Helper class to instantiate standard yoy inflation cap/floor. More...

#include <ql/instruments/inflationcapfloor.hpp>
#include <ql/instruments/makevanillaswap.hpp>

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Classes
class	MakeYoYInflationCapFloor
	helper class More...

Namespaces
namespace	QuantLib

Detailed Description

Helper class to instantiate standard yoy inflation cap/floor.

Definition in file makeyoyinflationcapfloor.hpp.