QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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) |
inflation cap and floor class, just year-on-year variety for now
Definition in file inflationcapfloor.hpp.