inflationcouponpricer.hpp File Reference

inflation-coupon pricers More...

#include <ql/cashflow.hpp>
#include <ql/option.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>

Go to the source code of this file.

Classes
class	InflationCouponPricer
	Base inflation-coupon pricer. More...
class	YoYInflationCouponPricer
	base pricer for capped/floored YoY inflation coupons More...
class	BlackYoYInflationCouponPricer
	Black-formula pricer for capped/floored yoy inflation coupons. More...
class	UnitDisplacedBlackYoYInflationCouponPricer
	Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons. More...
class	BachelierYoYInflationCouponPricer
	Bachelier-formula pricer for capped/floored yoy inflation coupons. More...

Namespaces
namespace	QuantLib

Functions
void	setCouponPricer (const Leg &leg, const ext::shared_ptr< InflationCouponPricer > &p)

Detailed Description

inflation-coupon pricers

Definition in file inflationcouponpricer.hpp.