QuantLib_YoYInflationCollar

Langue: en

Version: 378406 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

Generated automatically by Doxygen for QuantLib from the source code.