MakeCapFloor Class Reference

#include <ql/instruments/makecapfloor.hpp>

List of all members.


Detailed Description

helper class

This 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
MakeCapFloorwithNominal (Real n)
MakeCapFloorwithEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded)
MakeCapFloorwithDiscountingTermStructure (const Handle< YieldTermStructure > &discountingTermStructure)
MakeCapFloorwithTenor (const Period &t)
MakeCapFloorwithCalendar (const Calendar &cal)
MakeCapFloorwithConvention (BusinessDayConvention bdc)
MakeCapFloorwithTerminationDateConvention (BusinessDayConvention bdc)
MakeCapFloorwithForward (bool flag=true)
MakeCapFloorwithEndOfMonth (bool flag=true)
MakeCapFloorwithFirstDate (const Date &d)
MakeCapFloorwithNextToLastDate (const Date &d)
MakeCapFloorwithDayCount (const DayCounter &dc)