QuantLib_Cap man page

Cap — Concrete cap class.


#include <ql/instruments/capfloor.hpp>

Inherits CapFloor.

Public Member Functions

Cap (const Leg &floatingLeg, const std::vector< Rate > &exerciseRates)

Additional Inherited Members

Detailed Description

Concrete cap class.


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Referenced By

Cap(3) is an alias of QuantLib_Cap(3).

QuantLib Version 1.8.1 Fri Sep 23 2016