zero-inflation-indexed-ratio-with-base swap More...
#include <ql/instruments/swap.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/cashflows/cpicoupon.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... | |
Namespaces | |
QuantLib | |
Functions | |
std::ostream & | operator<< (std::ostream &out, CPISwap::Type t) |
zero-inflation-indexed-ratio-with-base swap