CapFloor (3) Linux Manual Page

ql/instruments/capfloor.hpp – cap and floor class

Synopsis

#include <ql/instrument.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/handle.hpp>

Classes

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

Functions

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

Detailed Description

cap and floor class

Author

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