cpicoupon.hpp File Reference

Coupon paying a zero-inflation index. More...

#include <ql/cashflows/inflationcoupon.hpp>
#include <ql/cashflows/indexedcashflow.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for cpicoupon.hpp:

Classes

class  CPICoupon
 Coupon paying the performance of a CPI (zero inflation) index More...
 
class  CPICashFlow
 Cash flow paying the performance of a CPI (zero inflation) index. More...
 
class  CPILeg
 Helper class building a sequence of capped/floored CPI coupons. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Coupon paying a zero-inflation index.