Coupon paying a zero-inflation index. More...
#include <ql/cashflows/inflationcoupon.hpp>
#include <ql/cashflows/indexedcashflow.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/time/schedule.hpp>
Classes | |
class | CPICoupon |
Coupon paying the performance of a CPI (zero inflation) index More... | |
class | CPICashFlow |
Cash flow paying the performance of a CPI (zero inflation) index. More... | |
class | CPILeg |
Helper class building a sequence of capped/floored CPI coupons. More... |
Coupon paying a zero-inflation index.