QuantLibAddin::CapFloor Class Reference

#include <qlo/capfloor.hpp>

Inheritance diagram for QuantLibAddin::CapFloor:

Collaboration diagram for QuantLibAddin::CapFloor:

Public Member Functions
	CapFloor (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::CapFloor::Type type, const QuantLib::Leg &floatingLeg, const std::vector< QuantLib::Rate > &strikes, bool permanent)
	CapFloor (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::CapFloor::Type capFloorType, const QuantLib::Period &capFloorTenor, const boost::shared_ptr< QuantLib::IborIndex > &index, QuantLib::Rate strike, const QuantLib::Period &forwardStart, const boost::shared_ptr< QuantLib::PricingEngine > &engine, bool permanent)
std::vector< std::vector< ObjectHandler::property_t > >	legAnalysis (const QuantLib::Date &d)
Public Member Functions inherited from QuantLibAddin::Instrument
void	setPricingEngine (boost::shared_ptr< PricingEngine > &e) const

Constructor & Destructor Documentation

CapFloor() [1/2]

QuantLibAddin::CapFloor::CapFloor	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::CapFloor::Type	type,
		const QuantLib::Leg &	floatingLeg,
		const std::vector< QuantLib::Rate > &	strikes,
		bool	permanent
	)

CapFloor() [2/2]

QuantLibAddin::CapFloor::CapFloor	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::CapFloor::Type	capFloorType,
		const QuantLib::Period &	capFloorTenor,
		const boost::shared_ptr< QuantLib::IborIndex > &	index,
		QuantLib::Rate	strike,
		const QuantLib::Period &	forwardStart,
		const boost::shared_ptr< QuantLib::PricingEngine > &	engine,
		bool	permanent
	)

Member Function Documentation

legAnalysis()

std::vector<std::vector<ObjectHandler::property_t> > QuantLibAddin::CapFloor::legAnalysis

(

const QuantLib::Date &

d

)

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The documentation for this class was generated from the following file:

• capfloor.hpp