Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Classes | Namespaces | Functions

yearonyearinflationswap.hpp File Reference

Year-on-year inflation-indexed swap. More...

#include <ql/instruments/swap.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for yearonyearinflationswap.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.


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


namespace  QuantLib


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

Detailed Description

Year-on-year inflation-indexed swap.

Definition in file yearonyearinflationswap.hpp.

Generated by  Doxygen 1.6.0   Back to index