Collar Class Reference
[Financial instruments]

#include <ql/instruments/capfloor.hpp>

Inheritance diagram for Collar:

Inheritance graph
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List of all members.

Detailed Description

Concrete collar class.


Public Member Functions

 Collar (const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine)