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Reference manual - version ored_version
Classes | Namespaces
cpicapfloor.hpp File Reference

builder that returns an engine to price a CPI cap or floor More...

#include <ored/portfolio/builders/cachingenginebuilder.hpp>
#include <ored/portfolio/enginefactory.hpp>

Classes

class  CpiCapFloorEngineBuilder
 Engine Builder for CPI Caps, Floors and Collars. More...
 

Namespaces

 ore
 Serializable Credit Default Swap.
 
 ore::data
 

Detailed Description

builder that returns an engine to price a CPI cap or floor