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

inflation cap and floor class, just year-on-year variety for now More...

#include <ql/instrument.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/handle.hpp>

Go to the source code of this file.

Classes

class  YoYInflationCapFloor
 Base class for yoy inflation cap-like instruments. More...
 
class  YoYInflationCap
 Concrete YoY Inflation cap class. More...
 
class  YoYInflationFloor
 Concrete YoY Inflation floor class. More...
 
class  YoYInflationCollar
 Concrete YoY Inflation collar class. More...
 
class  YoYInflationCapFloor::arguments
 Arguments for YoY Inflation cap/floor calculation More...
 
class  YoYInflationCapFloor::engine
 base class for cap/floor engines More...
 

Namespaces

namespace  QuantLib
 

Functions

std::ostream & operator<< (std::ostream &out, YoYInflationCapFloor::Type t)
 

Detailed Description

inflation cap and floor class, just year-on-year variety for now

Definition in file inflationcapfloor.hpp.