QuantLib_MakeCapFloor man page

MakeCapFloor — helper class


#include <ql/instruments/makecapfloor.hpp>

Public Member Functions

MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)

operator CapFloor () const

operator boost::shared_ptr< CapFloor > () const

MakeCapFloor & withNominal (Real n)

MakeCapFloor & withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded)

MakeCapFloor & withTenor (const Period &t)

MakeCapFloor & withCalendar (const Calendar &cal)

MakeCapFloor & withConvention (BusinessDayConvention bdc)

MakeCapFloor & withTerminationDateConvention (BusinessDayConvention bdc)

MakeCapFloor & withRule (DateGeneration::Rule r)

MakeCapFloor & withEndOfMonth (bool flag=true)

MakeCapFloor & withFirstDate (const Date &d)

MakeCapFloor & withNextToLastDate (const Date &d)

MakeCapFloor & withDayCount (const DayCounter &dc)

MakeCapFloor & asOptionlet (bool b=true)
only get last coupon
MakeCapFloor & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market cap and floor.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

asOptionlet(3), MakeCapFloor(3), withCalendar(3), withConvention(3), withDayCount(3), withEffectiveDate(3), withEndOfMonth(3), withFirstDate(3), withNextToLastDate(3), withNominal(3), withPricingEngine(3), withRule(3), withTenor(3) and withTerminationDateConvention(3) are aliases of QuantLib_MakeCapFloor(3).

QuantLib Version 1.8.1 Fri Sep 23 2016