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QuantLib_MakeCapFloor

NAME

QuantLib::MakeCapFloor -

helper class

SYNOPSIS

#include <ql/instruments/makecapfloor.hpp>

Public Member Functions

MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)

operator CapFloor () const

operator boost::shared_ptr< CapFloor > () const

MakeCapFloor & withNominal (Real n)

MakeCapFloor & withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded)

MakeCapFloor & withTenor (const Period &t)

MakeCapFloor & withCalendar (const Calendar &cal)

MakeCapFloor & withConvention (BusinessDayConvention bdc)

MakeCapFloor & withTerminationDateConvention (BusinessDayConvention bdc)

MakeCapFloor & withRule (DateGeneration::Rule r)

MakeCapFloor & withEndOfMonth (bool flag=true)

MakeCapFloor & withFirstDate (const Date &d)

MakeCapFloor & withNextToLastDate (const Date &d)

MakeCapFloor & withDayCount (const DayCounter &dc)

MakeCapFloor & asOptionlet (bool b=true)
only get last coupon
MakeCapFloor & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market cap and floor.

Author

Generated automatically by Doxygen for QuantLib from the source code.