QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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) |
inflation-coupon pricers
Definition in file inflationcouponpricer.hpp.