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

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
 

Detailed Description

Coupon paying a zero-inflation index.

Definition in file cpicoupon.hpp.