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QuantLib_Collar
Langue: en
Version: 381288 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Collar -Concrete collar class.
SYNOPSIS
#include <ql/instruments/capfloor.hpp>
Inherits QuantLib::CapFloor.
Public Member Functions
Collar (const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates)
Detailed Description
Concrete collar class.
Author
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