yoyswap.hpp File Reference

class for holding details of a year on year inflation swap calibration instrument. More...

#include <ored/model/calibrationbasket.hpp>
#include <ored/model/calibrationinstrumentfactory.hpp>

Classes
class	YoYSwap

Namespaces
	ore
	Serializable Credit Default Swap.
	ore::data

Detailed Description

class for holding details of a year on year inflation swap calibration instrument.