QuantLib_Collar man page

Collar — Concrete collar class.


#include <ql/instruments/capfloor.hpp>

Inherits CapFloor.

Public Member Functions

Collar (const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates)

Additional Inherited Members

Detailed Description

Concrete collar class.


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Referenced By

Collar(3) is an alias of QuantLib_Collar(3).

QuantLib Version 1.8.1 Fri Sep 23 2016