Linux Certif

Toute la documentation sur la certification Linux LPI

QuantLib_MakeYoYInflationCapFloor

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

Generated automatically by Doxygen for QuantLib from the source code.