Collar Class Reference

#include <ql/Instruments/capfloor.hpp>

Inheritance diagram for Collar:

Inheritance graph
[legend]
List of all members.

Detailed Description

Concrete collar class.


Public Member Functions

 Collar (const std::vector< Handle< CashFlow > > &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates, const RelinkableHandle< TermStructure > &termStructure, const Handle< PricingEngine > &engine)


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen