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

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
 

Detailed Description

Year-on-year inflation-indexed swap.

Definition in file yearonyearinflationswap.hpp.