ql/instruments/makecapfloor.hpp File Reference


Detailed Description

Helper class to instantiate standard market cap/floor.

#include <ql/instruments/capfloor.hpp>
#include <ql/instruments/makevanillaswap.hpp>

Include dependency graph for makecapfloor.hpp:


Namespaces

namespace  QuantLib

Classes

class  MakeCapFloor
 helper class More...