A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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helper class More...
#include <ql/instruments/makecapfloor.hpp>
Public Member Functions | |
| MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const ext::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days) | |
| operator CapFloor () const | |
| operator ext::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 ext::shared_ptr< PricingEngine > &engine) |
helper class
This class provides a more comfortable way to instantiate standard market cap and floor.