ql/instruments/yearonyearinflationswap.hpp File Reference

Year-on-year inflation-indexed swap. More...

#include <ql/instruments/swap.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>

Include dependency graph for yearonyearinflationswap.hpp:


Classes

class  YearOnYearInflationSwap
 Year-on-year inflation-indexed swap. More...
class  YearOnYearInflationSwap::arguments
 Arguments for YoY swap calculation More...
class  YearOnYearInflationSwap::results
 Results from YoY swap calculation More...

Functions

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

Detailed Description

Year-on-year inflation-indexed swap.