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QuantLib_YoYInflationCap
Langue: en
Version: 381314 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::YoYInflationCap -Concrete YoY Inflation cap class.
SYNOPSIS
#include <ql/instruments/inflationcapfloor.hpp>
Inherits QuantLib::YoYInflationCapFloor.
Public Member Functions
YoYInflationCap (const Leg &yoyLeg, const std::vector< Rate > &exerciseRates)
Detailed Description
Concrete YoY Inflation cap class.
Author
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