QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
MakeYoYInflationCapFloor Class Reference

helper class More...

#include <ql/instruments/makeyoyinflationcapfloor.hpp>

Public Member Functions

 MakeYoYInflationCapFloor (YoYInflationCapFloor::Type capFloorType, const Size &length, const Calendar &cal, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
 
MakeYoYInflationCapFloorwithNominal (Real n)
 
MakeYoYInflationCapFloorwithEffectiveDate (const Date &effectiveDate)
 
MakeYoYInflationCapFloorwithFirstCapletExcluded ()
 
MakeYoYInflationCapFloorwithPaymentDayCounter (const DayCounter &)
 
MakeYoYInflationCapFloorwithPaymentAdjustment (BusinessDayConvention)
 
MakeYoYInflationCapFloorwithFixingDays (Natural fixingDays)
 
 operator YoYInflationCapFloor () const
 
 operator boost::shared_ptr< YoYInflationCapFloor > () const
 
MakeYoYInflationCapFloorasOptionlet (bool b=true)
 only get last coupon
 
MakeYoYInflationCapFloorwithPricingEngine (const boost::shared_ptr< PricingEngine > &engine)
 

Detailed Description

helper class

This class provides a more comfortable way to instantiate standard yoy inflation cap and floor.