QuantLib_MakeYoYInflationCapFloor man page

MakeYoYInflationCapFloor — helper class

Synopsis

#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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

MakeYoYInflationCapFloor(3) and withFirstCapletExcluded(3) are aliases of QuantLib_MakeYoYInflationCapFloor(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib