inflationcapfloor.hpp File Reference

inflation cap and floor class, just year-on-year variety for now More...

#include <ql/instrument.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/handle.hpp>

Go to the source code of this file.

Classes
class	YoYInflationCapFloor
	Base class for yoy inflation cap-like instruments. More...
class	YoYInflationCap
	Concrete YoY Inflation cap class. More...
class	YoYInflationFloor
	Concrete YoY Inflation floor class. More...
class	YoYInflationCollar
	Concrete YoY Inflation collar class. More...
class	YoYInflationCapFloor::arguments
	Arguments for YoY Inflation cap/floor calculation More...
class	YoYInflationCapFloor::engine
	base class for cap/floor engines More...

Namespaces
namespace	QuantLib

Functions
std::ostream &	operator<< (std::ostream &out, YoYInflationCapFloor::Type t)

Detailed Description

inflation cap and floor class, just year-on-year variety for now

Definition in file inflationcapfloor.hpp.