ql/instruments/cpiswap.hpp File Reference

zero-inflation-indexed-ratio-with-base swap More...

Include dependency graph for cpiswap.hpp:

Classes

class  CPISwap
 zero-inflation-indexed swap, More...
class  CPISwap::arguments
 Arguments for swap calculation More...
class  CPISwap::results
 Results from swap calculation More...

Functions

std::ostream & operator<< (std::ostream &out, CPISwap::Type t)

Detailed Description

zero-inflation-indexed-ratio-with-base swap