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

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) |