strippedcapflooredcpicoupon.hpp File Reference

strips the embedded option from cap floored cpi coupons More...

#include <ql/cashflows/inflationcouponpricer.hpp>
#include <qle/cashflows/cpicoupon.hpp>

Classes
class	StrippedCappedFlooredCPICoupon
class	StrippedCappedFlooredCPICashFlow
	Stripped capped or floored CPI cashflow. More...
class	StrippedCappedFlooredCPICouponLeg

Detailed Description

strips the embedded option from cap floored cpi coupons