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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Coupon paying a yoy inflation index. More...
#include <ql/cashflows/inflationcoupon.hpp>#include <ql/indexes/inflationindex.hpp>#include <ql/time/schedule.hpp>Go to the source code of this file.
Classes | |
| class | YoYInflationCoupon |
| Coupon paying a YoY-inflation type index More... | |
| class | yoyInflationLeg |
| Helper class building a sequence of capped/floored yoy inflation coupons. More... | |
Namespaces | |
| namespace | QuantLib |
Coupon paying a yoy inflation index.
Definition in file yoyinflationcoupon.hpp.