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QuantLib_YoYInflationCollar
Langue: en
Version: 378406 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::YoYInflationCollar -Concrete YoY Inflation collar class.
SYNOPSIS
#include <ql/instruments/inflationcapfloor.hpp>
Inherits QuantLib::YoYInflationCapFloor.
Public Member Functions
YoYInflationCollar (const Leg &yoyLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates)
Detailed Description
Concrete YoY Inflation collar class.
Author
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