MakeCapFloor Class Reference
#include <ql/instruments/makecapfloor.hpp>
Detailed Description
helper classThis class provides a more comfortable way to instantiate standard market cap and floor.
Public Member Functions | |
MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &index, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days, const boost::shared_ptr< PricingEngine > &engine=boost::shared_ptr< PricingEngine >()) | |
operator CapFloor () const | |
operator boost::shared_ptr () const | |
MakeCapFloor & | withNominal (Real n) |
MakeCapFloor & | withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded) |
MakeCapFloor & | withDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure) |
MakeCapFloor & | withTenor (const Period &t) |
MakeCapFloor & | withCalendar (const Calendar &cal) |
MakeCapFloor & | withConvention (BusinessDayConvention bdc) |
MakeCapFloor & | withTerminationDateConvention (BusinessDayConvention bdc) |
MakeCapFloor & | withForward (bool flag=true) |
MakeCapFloor & | withEndOfMonth (bool flag=true) |
MakeCapFloor & | withFirstDate (const Date &d) |
MakeCapFloor & | withNextToLastDate (const Date &d) |
MakeCapFloor & | withDayCount (const DayCounter &dc) |