QuantLib_Collar

Langue: en

Autres versions - même langue

Version: 381288 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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