QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
zero-inflation-indexed-ratio-with-base swap
Definition in file cpiswap.hpp.