YoYInflationCap Class Reference

Concrete YoY Inflation cap class. More...

#include <ql/instruments/inflationcapfloor.hpp>

Inheritance diagram for YoYInflationCap:

List of all members.

Public Member Functions

 YoYInflationCap (const Leg &yoyLeg, const std::vector< Rate > &exerciseRates)

Detailed Description

Concrete YoY Inflation cap class.