![]() QuantLib 0.3.9Getting startedReference manual |
Collar Class Reference |
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Public Member Functions | |
| Collar (const std::vector< boost::shared_ptr< CashFlow > > &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const Handle< YieldTermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine) | |
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