zerocouponinflationswap.hpp

Langue: en

Autres versions - même langue

Version: 374917 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/zerocouponinflationswap.hpp -

Zero-coupon inflation-indexed swap.

SYNOPSIS


#include <ql/instruments/swap.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>

Classes


class ZeroCouponInflationSwap
Zero-coupon inflation-indexed swap.

Detailed Description

Zero-coupon inflation-indexed swap.

Author

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