Rechercher une page de manuel
QuantLib_YoYInflationFloor
Langue: en
Version: 375134 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::YoYInflationFloor -Concrete YoY Inflation floor class.
SYNOPSIS
#include <ql/instruments/inflationcapfloor.hpp>
Inherits QuantLib::YoYInflationCapFloor.
Public Member Functions
YoYInflationFloor (const Leg &yoyLeg, const std::vector< Rate > &exerciseRates)
Detailed Description
Concrete YoY Inflation floor class.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre