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.