capfloor.hpp File Reference

cap and floor class More...

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...
 

Namespaces

namespace  QuantLib
 

Functions

std::ostream & operator<< (std::ostream &, CapFloor::Type)
 

Detailed Description

cap and floor class

inflation cap and floor class, just year-on-year variety for now