cap and floor class More...
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 | |
QuantLib | |
Functions | |
std::ostream & | operator<< (std::ostream &, CapFloor::Type) |
cap and floor class
inflation cap and floor class, just year-on-year variety for now