ivolt0.cpp File Reference

Extends cap floor coupon to Inflation products. More...

#include "ivolt0.hpp"
#include <ql/timeseries.hpp>
#include <ql/termstructures/yield/zerocurve.hpp>
#include <ql/math/interpolations/cubicinterpolation.hpp>
#include <ql/math/interpolations/bicubicsplineinterpolation.hpp>
#include <ql/experimental/inflation/yoycapfloortermpricesurface.hpp>
#include <boost/utility/enable_if.hpp>
#include <boost/type_traits.hpp>
#include <boost/date_time/gregorian/formatters.hpp>
#include "eleve/src/typing0.hpp"
#include "eleve/src/typing3.hpp"
#include "eleve/src/typing1.hpp"
#include "eleve/src0/csv1.hpp"
#include "eleve/src0/csv2.hpp"
#include "eleve/src0/csv4.hpp"
#include "src1/acsvt0.hpp"
#include "src1/pivot0.hpp"
#include "types0.cpp"
#include "render1.cpp"

Go to the source code of this file.

Namespaces
namespace	eepgwde
namespace	eepgwde::detail
namespace	eepgwde::detail::i0
namespace	null0_types
namespace	Test
namespace	Test::frame0_t
namespace	Test::misc_t
namespace	Test::curves_t
namespace	Test::yoyeu_t
namespace	Test::caps0_t
Classes
struct	Test::frame0_t::frame0
struct	eepgwde::detail::TimeSeries0
struct	Test::misc_t::misc
struct	Test::curves_t::curves
struct	Test::yoyeu_t::yoyeu
struct	Test::caps0_t::caps0
Functions
template<typename U>
enable_if< boost::is_base_of < QuantLib::Date, U >, U > ::type	eepgwde::detail::i0::null1 (dummy< 2 >=2)
template<typename U>
std::string	eepgwde::detail::i0::ys (typename enable_if< boost::is_base_of< QuantLib::Date, U >, U >::type, const boost::any &o, dummy< 2 >=2) throw (std::domain_error &)
	Double dispatch.
template<typename U>
U	eepgwde::detail::i0::xs (typename enable_if< boost::is_same< QuantLib::Date, U >, U >::type, const std::string &s, dummy< 2 >=2) throw (std::domain_error &)
	A visitor method - prototype for dummy<0> in typing1.hpp.
boost::shared_ptr < eepgwde::detail::null0 < QuantLib::Date > >	null0_types::b_1 (new eepgwde::detail::null0< QuantLib::Date >)
Variables
Handle< YieldTermStructure >	nominalEUR
Handle< YieldTermStructure >	nominalGBP

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Detailed Description

Extends cap floor coupon to Inflation products.

Author:

Walter Eaves

Date:

June 2009

Note that some tests needs some data from a prior (inflation) test to run. The "ts" tests from Caps/inflation.cpp.

They are re-used by making use of the "fixture" feature of Boost unit test. A "fixture" is inherited.

Definition in file ivolt0.cpp.

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Variable Documentation

Handle<YieldTermStructure> nominalEUR [static]

Definition at line 97 of file ivolt0.cpp.

Handle<YieldTermStructure> nominalGBP [static]

Definition at line 98 of file ivolt0.cpp.