makecapfloor.hpp

Langue: en

Autres versions - même langue

Version: 373883 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/makecapfloor.hpp -

Helper class to instantiate standard market cap/floor.

SYNOPSIS


#include <ql/instruments/capfloor.hpp>
#include <ql/instruments/makevanillaswap.hpp>

Classes


class MakeCapFloor
helper class

Detailed Description

Helper class to instantiate standard market cap/floor.

Helper class to instantiate standard yoy inflation cap/floor.

Author

Generated automatically by Doxygen for QuantLib from the source code.