yearonyearinflationswap.hpp File Reference

Year-on-year inflation-indexed swap. More...

#include <ql/instruments/swap.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes
class	YearOnYearInflationSwap
	Year-on-year inflation-indexed swap. More...
class	YearOnYearInflationSwap::arguments
	Arguments for YoY swap calculation More...
class	YearOnYearInflationSwap::results
	Results from YoY swap calculation More...
class	YearOnYearInflationSwap::engine

Namespaces
namespace	QuantLib

Detailed Description

Year-on-year inflation-indexed swap.

Definition in file yearonyearinflationswap.hpp.