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>
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) |
Year-on-year inflation-indexed swap.