MakeCapFloor Class Reference

helper class More...

#include <ql/instruments/makecapfloor.hpp>

Public Member Functions

 MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
 
 operator CapFloor () const
 
 operator boost::shared_ptr< CapFloor > () const
 
MakeCapFloorwithNominal (Real n)
 
MakeCapFloorwithEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded)
 
MakeCapFloorwithTenor (const Period &t)
 
MakeCapFloorwithCalendar (const Calendar &cal)
 
MakeCapFloorwithConvention (BusinessDayConvention bdc)
 
MakeCapFloorwithTerminationDateConvention (BusinessDayConvention bdc)
 
MakeCapFloorwithRule (DateGeneration::Rule r)
 
MakeCapFloorwithEndOfMonth (bool flag=true)
 
MakeCapFloorwithFirstDate (const Date &d)
 
MakeCapFloorwithNextToLastDate (const Date &d)
 
MakeCapFloorwithDayCount (const DayCounter &dc)
 
MakeCapFloorasOptionlet (bool b=true)
 only get last coupon
 
MakeCapFloorwithPricingEngine (const boost::shared_ptr< PricingEngine > &engine)
 

Detailed Description

helper class

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