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QuantLib_MakeYoYInflationCapFloor
Langue: en
Version: 377980 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::MakeYoYInflationCapFloor -helper class
SYNOPSIS
#include <ql/instruments/makeyoyinflationcapfloor.hpp>
Public Member Functions
MakeYoYInflationCapFloor (YoYInflationCapFloor::Type capFloorType, const Size &length, const Calendar &cal, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
MakeYoYInflationCapFloor & withNominal (Real n)
MakeYoYInflationCapFloor & withEffectiveDate (const Date &effectiveDate)
MakeYoYInflationCapFloor & withFirstCapletExcluded ()
MakeYoYInflationCapFloor & withPaymentDayCounter (const DayCounter &)
MakeYoYInflationCapFloor & withPaymentAdjustment (BusinessDayConvention)
MakeYoYInflationCapFloor & withFixingDays (Natural fixingDays)
operator YoYInflationCapFloor () const
operator boost::shared_ptr< YoYInflationCapFloor > () const
MakeYoYInflationCapFloor & asOptionlet (bool b=true)
only get last coupon
MakeYoYInflationCapFloor & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)
Detailed Description
helper class
This class provides a more comfortable way to instantiate standard yoy inflation cap and floor.
Author
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