CPI leg builder extending QuantLib's to handle caps and floors. More...
#include <ql/cashflows/cpicoupon.hpp>
#include <ql/instruments/cpicapfloor.hpp>
#include <ql/time/schedule.hpp>
Classes | |
class | CPICoupon |
class | CappedFlooredCPICashFlow |
Capped or floored CPI cashflow. More... | |
class | CappedFlooredCPICoupon |
Capped or floored CPI coupon. More... | |
class | CPILeg |
Helper class building a sequence of capped/floored CPI coupons. More... | |
CPI leg builder extending QuantLib's to handle caps and floors.