zero-inflation-indexed-ratio-with-base option More...
#include <ql/instrument.hpp>
#include <ql/option.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/cashflows/cpicoupon.hpp>
Classes | |
class | CPICapFloor |
CPI cap or floor. More... |
zero-inflation-indexed-ratio-with-base option