QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces | Functions
capfloor.hpp File Reference

cap and floor class More...

#include <ql/instrument.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/handle.hpp>
#include <ql/termstructures/volatility/volatilitytype.hpp>

Go to the source code of this file.

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 &out, CapFloor::Type t)
 

Detailed Description

cap and floor class

Definition in file capfloor.hpp.