capflooredinflationcoupon.hpp

Langue: en

Version: 383036 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/cashflows/capflooredinflationcoupon.hpp -

caplet and floorlet pricing for YoY inflation coupons

SYNOPSIS


#include <ql/cashflows/yoyinflationcoupon.hpp>

Classes


class CappedFlooredYoYInflationCoupon
Capped or floored inflation coupon.

Detailed Description

caplet and floorlet pricing for YoY inflation coupons

Author

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