Coupon paying a zero-inflation index. More...
#include <ql/cashflows/inflationcoupon.hpp>#include <ql/cashflows/indexedcashflow.hpp>#include <ql/indexes/inflationindex.hpp>#include <ql/time/schedule.hpp>
Classes | |
| class | CPICoupon |
| Coupon paying the performance of a CPI (zero inflation) index More... | |
| class | CPICashFlow |
| Cash flow paying the performance of a CPI (zero inflation) index. More... | |
| class | CPILeg |
| Helper class building a sequence of capped/floored CPI coupons. More... | |
Coupon paying a zero-inflation index.