QuantLib_MakeYoYInflationCapFloor man page

MakeYoYInflationCapFloor — helper class  


#include <ql/instruments/makeyoyinflationcapfloor.hpp>

Public Member Functions

MakeYoYInflationCapFloor (YoYInflationCapFloor::Type capFloorType, const Size &length, const Calendar &cal, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
MakeYoYInflationCapFloor & withNominal (Real n)
MakeYoYInflationCapFloor & withEffectiveDate (const Date &effectiveDate)
MakeYoYInflationCapFloor & withFirstCapletExcluded ()
MakeYoYInflationCapFloor & withPaymentDayCounter (const DayCounter &)
MakeYoYInflationCapFloor & withPaymentAdjustment (BusinessDayConvention)
MakeYoYInflationCapFloor & withFixingDays (Natural fixingDays)
operator YoYInflationCapFloor () const
operator boost::shared_ptr< YoYInflationCapFloor > () const
MakeYoYInflationCapFloor & asOptionlet (bool b=true)
only get last coupon
MakeYoYInflationCapFloor & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages MakeYoYInflationCapFloor(3) and withFirstCapletExcluded(3) are aliases of QuantLib_MakeYoYInflationCapFloor(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib