Files
	averageonindexedcoupon.hpp
	coupon paying the weighted average of the daily overnight rate
	averageonindexedcouponpricer.hpp
	Pricer for average overnight indexed coupons.
	blackaveragebmacouponpricer.hpp
	black average bma coupon pricer for capped / floored BMA coupons
	blackovernightindexedcouponpricer.hpp
	black coupon pricer for capped / floored ON indexed coupons
	bondtrscashflow.hpp
	cashflow paying the total return of a bond
	brlcdicouponpricer.hpp
	Coupon pricer for a BRL CDI coupon.
	cappedflooredaveragebmacoupon.hpp
	coupon paying a capped / floored average bma rate
	cashflows.hpp
	additional cash-flow analysis functions
	cashflowtable.hpp
	Cashflow table to store cashflow calculation results.
	cmbcoupon.hpp
	Constant Maturity Bond yield coupon.
	commoditycashflow.hpp
	Some data and logic shared among commodity cashflows.
	commodityindexedaveragecashflow.hpp
	Cash flow dependent on the average commodity spot price or future's settlement price over a period. If settled in a foreign currency (domestic: currency on which the underlying curve is traded, foreing: settlement currency) the FX is applied day by day. This approach cannot be appied to averaged underlying curves.
	commodityindexedcashflow.hpp
	Cash flow dependent on a single commodity spot price or future's settlement price.
	couponpricer.hpp
	Utility functions for setting coupon pricers on legs.
	cpicoupon.hpp
	CPI leg builder extending QuantLib's to handle caps and floors.
	cpicouponpricer.hpp
	CPI cash flow and coupon pricers that handle caps/floors using a CpiCapFloorEngine.
	durationadjustedcmscoupon.hpp
	cms coupon scaled by a duration number
	durationadjustedcmscoupontsrpricer.hpp
	tsr coupon pricer for duration adjusted cms coupon
	equitycashflow.hpp
	casflow paying an equity price
	equitycoupon.hpp
	coupon paying the return on an equity
	equitycouponpricer.hpp
	Pricer for equity coupons.
	equitymargincoupon.hpp
	coupon paying the return on an equity
	equitymargincouponpricer.hpp
	Pricer for equity margin coupons.
	fixedratefxlinkednotionalcoupon.hpp
	Coupon paying a fixed rate but with an FX linked notional.
	floatingannuitycoupon.hpp
	Coupon paying a Libor-type index.
	floatingannuitynominal.hpp
	Nominal flow associated with a floating annuity coupon.
	floatingratefxlinkednotionalcoupon.hpp
	Coupon paying a Libor-type index but with an FX linked notional.
	formulabasedcoupon.hpp
	formula based coupon
	fxlinkedcashflow.hpp
	An FX linked cashflow.
	iborfracoupon.hpp
	coupon representing an forward rate agreement
	indexedcoupon.hpp
	coupon with an indexed notional
	interpolatediborcoupon.hpp
	Coupon paying an interpolated ibor fixing.
	interpolatediborcouponpricer.hpp
	black pricer for interpolated ibor coupon
	jyyoyinflationcouponpricer.hpp
	Jarrow Yildrim (JY) pricer for capped or floored year on year (YoY) inflation coupons.
	lognormalcmsspreadpricer.hpp
	cms spread coupon pricer as in Brigo, Mercurio, 13.6.2, with extensions for shifted lognormal and normal dynamics as described in http://ssrn.com/abstract=2686998
	mcgaussianformulabasedcouponpricer.hpp
	formula based coupon pricer
	nettedcommoditycashflow.hpp
	Cash flow that nets multiple commodity floating leg cashflows for a given payment period.
	nonstandardinflationcouponpricer.hpp
	pricer for the generalized (nonstandard) yoy coupon the payoff of the coupon is: N * (alpha * I_t/I_s + beta) N * (alpha * (I_t/I_s - 1) + beta) with arbitrary s < t. In the regular coupon the period between s and t is hardcoded to one year. This pricer ignores any convexity adjustments in the YoY coupon.
	nonstandardyoyinflationcoupon.hpp
	capped floored coupon which generalize the yoy inflation coupon it pays: N * (alpha * I_t/I_s + beta) N * (alpha * (I_t/I_s - 1) + beta) with an arbitrary time s<t, instead of a fixed 1y offset
	overnightindexedcoupon.hpp
	coupon paying the compounded daily overnight rate, copy of QL class, added includeSpread flag
	quantocouponpricer.hpp
	quanto-adjusted coupon
	scaledcoupon.hpp
	Coupon / Cashflow paying scaled amounts.
	strippedcapflooredcpicoupon.hpp
	strips the embedded option from cap floored cpi coupons
	strippedcapflooredyoyinflationcoupon.hpp
	strips the embedded option from cap floored yoy inflation coupons
	subperiodscoupon.hpp
	Coupon with a number of sub-periods.
	subperiodscouponpricer.hpp
	Pricer for sub-period coupons.
	trscashflow.hpp
	cashflow paying the total return of an asset
	typedcashflow.hpp
	simple cashflow with a type
	zerofixedcoupon.hpp
	Nominal flow associated with a floating annuity coupon.

Files