25#include <ql/cashflows/cashflowvectors.hpp>
26#include <ql/cashflows/fixedratecoupon.hpp>
27#include <ql/cashflows/capflooredcoupon.hpp>
28#include <ql/cashflows/rangeaccrual.hpp>
29#include <ql/indexes/iborindex.hpp>
30#include <ql/time/schedule.hpp>
37 const std::vector<Rate>& caps,
38 const std::vector<Rate>& floors,
40 Rate result =
get(spreads, i, 0.0);
43 result = std::max(floor, result);
46 result = std::min(cap, result);
51 const std::vector<Rate>& floors,
template class providing a null value for a given type.
std::size_t Size
size of a container
T get(const std::vector< T > &v, Size i, U defaultValue)
Rate effectiveFixedRate(const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)
bool noOption(const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i)