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capfloor.hpp
Langue: en
Version: 382139 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/capfloor.hpp -cap and floor class
SYNOPSIS
#include <ql/instrument.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/handle.hpp>
Classes
class CapFloor
Base class for cap-like instruments.
class Cap
Concrete cap class.
class Floor
Concrete floor class.
class Collar
Concrete collar class.
class CapFloor::arguments
Arguments for cap/floor calculation
class CapFloor::engine
base class for cap/floor engines
Functions
std::ostream & operator<< (std::ostream &, CapFloor::Type)
Detailed Description
cap and floor class
inflation cap and floor class, just year-on-year variety for now
Author
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