cpicoupon.hpp File Reference

Coupon paying a zero-inflation index. More...

#include <ql/cashflows/inflationcoupon.hpp>
#include <ql/cashflows/indexedcashflow.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes
class	CPICoupon
	Coupon paying the performance of a CPI (zero inflation) index More...
class	CPICashFlow
	Cash flow paying the performance of a CPI (zero inflation) index. More...
class	CPILeg
	Helper class building a sequence of capped/floored CPI coupons. More...

Namespaces
namespace	QuantLib

Detailed Description

Coupon paying a zero-inflation index.

Definition in file cpicoupon.hpp.