Cap Class Reference
[Financial instruments]
#include <ql/instruments/capfloor.hpp>
Inheritance diagram for Cap:

Detailed Description
Concrete cap class.
Public Member Functions | |
Cap (const Leg &floatingLeg, const std::vector< Rate > &exerciseRates, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine) |