QuantLib_Cap

Langue: en

Autres versions - même langue

Version: 153581 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Cap - Concrete cap class.

SYNOPSIS


#include <ql/instruments/capfloor.hpp>

Inherits QuantLib::CapFloor.

Public Member Functions


Cap (const Leg &floatingLeg, const std::vector< Rate > &exerciseRates)

Detailed Description

Concrete cap class.

Author

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