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... | |
Functions | |
| std::ostream & | operator<< (std::ostream &out, CPISwap::Type t) |
zero-inflation-indexed-ratio-with-base swap