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

inflation-coupon pricers More...

#include <ql/cashflow.hpp>
#include <ql/option.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>

Go to the source code of this file.

Classes

class  InflationCouponPricer
 Base inflation-coupon pricer. More...
 
class  YoYInflationCouponPricer
 base pricer for capped/floored YoY inflation coupons More...
 
class  BlackYoYInflationCouponPricer
 Black-formula pricer for capped/floored yoy inflation coupons. More...
 
class  UnitDisplacedBlackYoYInflationCouponPricer
 Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons. More...
 
class  BachelierYoYInflationCouponPricer
 Bachelier-formula pricer for capped/floored yoy inflation coupons. More...
 

Namespaces

namespace  QuantLib
 

Functions

void setCouponPricer (const Leg &leg, const ext::shared_ptr< InflationCouponPricer > &p)
 

Detailed Description

inflation-coupon pricers

Definition in file inflationcouponpricer.hpp.