- QuantLib
- MakeYoYInflationCapFloor
 
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) | |
| MakeYoYInflationCapFloor & | withNominal (Real n) | 
| MakeYoYInflationCapFloor & | withEffectiveDate (const Date &effectiveDate) | 
| MakeYoYInflationCapFloor & | withFirstCapletExcluded () | 
| MakeYoYInflationCapFloor & | withPaymentDayCounter (const DayCounter &) | 
| MakeYoYInflationCapFloor & | withPaymentAdjustment (BusinessDayConvention) | 
| MakeYoYInflationCapFloor & | withFixingDays (Natural fixingDays) | 
| operator YoYInflationCapFloor () const | |
| operator boost::shared_ptr< YoYInflationCapFloor > () const | |
| MakeYoYInflationCapFloor & | asOptionlet (bool b=true) | 
| only get last coupon | |
| MakeYoYInflationCapFloor & | withPricingEngine (const boost::shared_ptr< PricingEngine > &engine) | 
helper class
This class provides a more comfortable way to instantiate standard yoy inflation cap and floor.