makeoiscapfloor.cpp File Reference

#include <qle/instruments/makeoiscapfloor.hpp>
#include <ql/cashflows/cashflows.hpp>

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Namespaces
namespace	QuantExt

Functions
Leg	getOisCapFloorUnderlying (const Leg &oisCapFloor)
	get the underlying ON coupons from an OIS cf More...
std::vector< std::pair< Real, Real > >	getOisCapFloorStrikes (const Leg &oisCapFloor)
	get the (cap, floor) - strikes from an OIS cf More...