capfloor.hpp

Langue: en

Autres versions - même langue

Version: 382139 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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