yearonyearinflationswap.hpp

Langue: en

Autres versions - même langue

Version: 379398 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/yearonyearinflationswap.hpp -

Year-on-year inflation-indexed swap.

SYNOPSIS


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

Classes


class YearOnYearInflationSwap
Year-on-year inflation-indexed swap.
class YearOnYearInflationSwap::arguments
Arguments for YoY swap calculation
class YearOnYearInflationSwap::results
Results from YoY swap calculation

Functions


std::ostream & operator<< (std::ostream &out, YearOnYearInflationSwap::Type t)

Detailed Description

Year-on-year inflation-indexed swap.

Author

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