ql/instruments/capfloor.hpp File Reference


Detailed Description

cap and floor class

#include <ql/numericalmethod.hpp>
#include <ql/instrument.hpp>
#include <ql/cashflow.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/handle.hpp>
#include <ql/quotes/simplequote.hpp>

Include dependency graph for capfloor.hpp:


Namespaces

namespace  QuantLib

Classes

class  CapFloor
 Base class for cap-like instruments. More...
class  Cap
 Concrete cap class. More...
class  Floor
 Concrete floor class. More...
class  Collar
 Concrete collar class. More...
class  CapFloor::arguments
 Arguments for cap/floor calculation More...
class  CapFloor::engine
 base class for cap/floor engines More...

Functions

std::ostream & operator<< (std::ostream &, CapFloor::Type)