QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Coupon paying a zero-inflation index. More...
#include <ql/cashflows/inflationcoupon.hpp>
#include <ql/cashflows/indexedcashflow.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/time/schedule.hpp>
Go to the source code of this file.
Classes | |
class | CPICoupon |
Coupon paying the performance of a CPI (zero inflation) index More... | |
class | CPICashFlow |
Cash flow paying the performance of a CPI (zero inflation) index. More... | |
class | CPILeg |
Helper class building a sequence of capped/floored CPI coupons. More... | |
Namespaces | |
namespace | QuantLib |
Coupon paying a zero-inflation index.
Definition in file cpicoupon.hpp.