QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
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) |
cap and floor class
Definition in file capfloor.hpp.