VanillaCap Class Reference

#include <capfloor.hpp>

Inheritance diagram for VanillaCap:

Inheritance graph
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Detailed Description

Concrete cap class.


Public Member Functions

 VanillaCap (const std::vector< Handle< CashFlow > > &floatingLeg, const std::vector< Rate > &exerciseRates, const RelinkableHandle< TermStructure > &termStructure, const Handle< PricingEngine > &engine)


The documentation for this class was generated from the following file:

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