yoyinflationcoupon.hpp

Langue: en

Version: 374850 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/cashflows/yoyinflationcoupon.hpp -

Coupon paying a yoy inflation index.

SYNOPSIS


#include <ql/cashflows/inflationcoupon.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/time/schedule.hpp>

Classes


class YoYInflationCoupon
Coupon paying a YoY-inflation type index
class yoyInflationLeg

Detailed Description

Coupon paying a yoy inflation index.

Author

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