cpiswap.hpp File Reference

zero-inflation-indexed-ratio-with-base swap More...

#include <ql/instruments/swap.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/cashflows/cpicoupon.hpp>

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Classes
class	CPISwap
	zero-inflation-indexed swap, More...
class	CPISwap::arguments
	Arguments for swap calculation More...
class	CPISwap::results
	Results from swap calculation More...
class	CPISwap::engine

Namespaces
namespace	QuantLib

Detailed Description

zero-inflation-indexed-ratio-with-base swap

Definition in file cpiswap.hpp.