YoYInflationCollar Class Reference
Concrete YoY Inflation collar class. More...
#include <ql/instruments/inflationcapfloor.hpp>
Inheritance diagram for YoYInflationCollar:

Public Member Functions | |
YoYInflationCollar (const Leg &yoyLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) |
Detailed Description
Concrete YoY Inflation collar class.