YoYInflationCollar Class Reference

Concrete YoY Inflation collar class. More...

#include <ql/instruments/inflationcapfloor.hpp>

Inheritance diagram for YoYInflationCollar:

List of all members.

Public Member Functions

 YoYInflationCollar (const Leg &yoyLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates)

Detailed Description

Concrete YoY Inflation collar class.