25#ifndef quantlib_instruments_makecapfloor_hpp
26#define quantlib_instruments_makecapfloor_hpp
40 const Period& capFloorTenor,
41 const ext::shared_ptr<IborIndex>& iborIndex,
46 operator ext::shared_ptr<CapFloor>()
const;
50 bool firstCapletExcluded);
65 const ext::shared_ptr<PricingEngine>& engine);
Base class for cap-like instruments.
MakeCapFloor & withTenor(const Period &t)
MakeCapFloor & withEffectiveDate(const Date &effectiveDate, bool firstCapletExcluded)
MakeCapFloor & withNominal(Real n)
MakeCapFloor & withCalendar(const Calendar &cal)
bool firstCapletExcluded_
MakeCapFloor & withDayCount(const DayCounter &dc)
MakeCapFloor & asOptionlet(bool b=true)
only get last coupon
MakeVanillaSwap makeVanillaSwap_
MakeCapFloor & withFirstDate(const Date &d)
MakeCapFloor & withEndOfMonth(bool flag=true)
ext::shared_ptr< PricingEngine > engine_
MakeCapFloor & withPricingEngine(const ext::shared_ptr< PricingEngine > &engine)
MakeCapFloor & withRule(DateGeneration::Rule r)
MakeCapFloor & withConvention(BusinessDayConvention bdc)
MakeCapFloor & withTerminationDateConvention(BusinessDayConvention bdc)
CapFloor::Type capFloorType_
MakeCapFloor & withNextToLastDate(const Date &d)
template class providing a null value for a given type.
ext::function< Real(Real)> b
BusinessDayConvention
Business Day conventions.
Helper class to instantiate standard market swaps.
ext::shared_ptr< YieldTermStructure > r