MakeCapFloor Class Reference

helper class More...

#include <ql/instruments/makecapfloor.hpp>

Public Member Functions
	MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const ext::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
	operator CapFloor () const
	operator ext::shared_ptr< CapFloor > () const
MakeCapFloor &	withNominal (Real n)
MakeCapFloor &	withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded)
MakeCapFloor &	withTenor (const Period &t)
MakeCapFloor &	withCalendar (const Calendar &cal)
MakeCapFloor &	withConvention (BusinessDayConvention bdc)
MakeCapFloor &	withTerminationDateConvention (BusinessDayConvention bdc)
MakeCapFloor &	withRule (DateGeneration::Rule r)
MakeCapFloor &	withEndOfMonth (bool flag=true)
MakeCapFloor &	withFirstDate (const Date &d)
MakeCapFloor &	withNextToLastDate (const Date &d)
MakeCapFloor &	withDayCount (const DayCounter &dc)
MakeCapFloor &	asOptionlet (bool b=true)
	only get last coupon
MakeCapFloor &	withPricingEngine (const ext::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

This class provides a more comfortable way to instantiate standard market cap and floor.