ql/instruments/capfloor.hpp File Reference
cap and floor class More...
#include <ql/instrument.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/handle.hpp>
Include dependency graph for capfloor.hpp:

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) |
Detailed Description
cap and floor classinflation cap and floor class, just year-on-year variety for now