QuantLib_YoYInflationCap

Langue: en

Version: 381314 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::YoYInflationCap -

Concrete YoY Inflation cap class.

SYNOPSIS


#include <ql/instruments/inflationcapfloor.hpp>

Inherits QuantLib::YoYInflationCapFloor.

Public Member Functions


YoYInflationCap (const Leg &yoyLeg, const std::vector< Rate > &exerciseRates)

Detailed Description

Concrete YoY Inflation cap class.

Author

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