cpicapfloor.hpp File Reference

class for holding details of a zero coupon CPI cap floor calibration instrument. More...

#include <ored/marketdata/strike.hpp>
#include <ored/model/calibrationbasket.hpp>
#include <ored/model/calibrationinstrumentfactory.hpp>
#include <ql/instruments/capfloor.hpp>
#include <boost/variant.hpp>

Classes
class	CpiCapFloor

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

class for holding details of a zero coupon CPI cap floor calibration instrument.