QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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makeyoyinflationcapfloor.hpp File Reference

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.