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

zero-inflation-indexed-ratio-with-base swap More...

#include <ql/instruments/swap.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/cashflows/cpicoupon.hpp>

Go to the source code of this file.

Classes

class  CPISwap
 zero-inflation-indexed swap, More...
 
class  CPISwap::arguments
 Arguments for swap calculation More...
 
class  CPISwap::results
 Results from swap calculation More...
 
class  CPISwap::engine
 

Namespaces

namespace  QuantLib
 

Detailed Description

zero-inflation-indexed-ratio-with-base swap

Definition in file cpiswap.hpp.