strippedcapflooredyoyinflationcoupon.hpp File Reference

strips the embedded option from cap floored yoy inflation coupons More...

#include <ql/cashflows/capflooredinflationcoupon.hpp>
#include <ql/cashflows/inflationcouponpricer.hpp>

Classes
class	StrippedCappedFlooredYoYInflationCoupon
class	StrippedCappedFlooredYoYInflationCouponLeg

Detailed Description

strips the embedded option from cap floored yoy inflation coupons