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.