cpicouponpricer.hpp File Reference

CPI cash flow and coupon pricers that handle caps/floors using a CpiCapFloorEngine. More...

#include <ql/cashflows/cpicouponpricer.hpp>
#include <ql/cashflows/inflationcouponpricer.hpp>
#include <ql/option.hpp>
#include <ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp>
#include <ql/termstructures/yield/flatforward.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/time/schedule.hpp>
#include <qle/cashflows/cpicoupon.hpp>

Classes
class	InflationCashFlowPricer
	Base class for CPI CashFLow and Coupon pricers. More...
class	BlackCPICashFlowPricer
	Black CPI CashFlow Pricer. More...
class	BachelierCPICashFlowPricer
	Bachelier CPI CashFlow Pricer. More...
class	CappedFlooredCPICouponPricer
class	BlackCPICouponPricer
class	BachelierCPICouponPricer

Detailed Description

CPI cash flow and coupon pricers that handle caps/floors using a CpiCapFloorEngine.