Rechercher une page de manuel
inflationcouponpricer.hpp
Langue: en
Version: 375031 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/cashflows/inflationcouponpricer.hpp -inflation-coupon pricers
SYNOPSIS
#include <ql/cashflow.hpp>
#include <ql/option.hpp>
#include <ql/cashflows/yoyinflationcoupon.hpp>
#include <ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp>
Classes
class InflationCouponPricer
Base inflation-coupon pricer.
class YoYInflationCouponPricer
base pricer for capped/floored YoY inflation coupons
class BlackYoYInflationCouponPricer
Black-formula pricer for capped/floored yoy inflation coupons.
class UnitDisplacedBlackYoYInflationCouponPricer
Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons.
class BachelierYoYInflationCouponPricer
Bachelier-formula pricer for capped/floored yoy inflation coupons.
Detailed Description
inflation-coupon pricers
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre