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yearonyearinflationswap.hpp File Reference


Detailed Description

Year-on-year inflation-indexed swap.

Definition in file yearonyearinflationswap.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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

Functions

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


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