yoycapfloor.hpp File Reference

Engine builder for year-on-year inflation caps/floors. More...

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

Classes
class	YoYCapFloorEngineBuilder
	Engine Builder for Year on Year Caps, Floors and Collars on an IborIndex. More...

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

Engine builder for year-on-year inflation caps/floors.