QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Year-on-year inflation-indexed swap. More...
#include <ql/instruments/swap.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
Go to the source code of this file.
Classes | |
class | YearOnYearInflationSwap |
Year-on-year inflation-indexed swap. More... | |
class | YearOnYearInflationSwap::arguments |
Arguments for YoY swap calculation More... | |
class | YearOnYearInflationSwap::results |
Results from YoY swap calculation More... | |
class | YearOnYearInflationSwap::engine |
Namespaces | |
namespace | QuantLib |
Year-on-year inflation-indexed swap.
Definition in file yearonyearinflationswap.hpp.