QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
MakeYoYInflationCapFloor Class Reference

helper class More...

#include <ql/instruments/makeyoyinflationcapfloor.hpp>

Public Member Functions

 MakeYoYInflationCapFloor (YoYInflationCapFloor::Type capFloorType, const ext::shared_ptr< YoYInflationIndex > &index, const Size &length, const Calendar &cal, const Period &observationLag)
 
MakeYoYInflationCapFloorwithNominal (Real n)
 
MakeYoYInflationCapFloorwithEffectiveDate (const Date &effectiveDate)
 
MakeYoYInflationCapFloorwithFirstCapletExcluded ()
 
MakeYoYInflationCapFloorwithPaymentDayCounter (const DayCounter &)
 
MakeYoYInflationCapFloorwithPaymentAdjustment (BusinessDayConvention)
 
MakeYoYInflationCapFloorwithFixingDays (Natural fixingDays)
 
MakeYoYInflationCapFloorwithPricingEngine (const ext::shared_ptr< PricingEngine > &engine)
 
MakeYoYInflationCapFloorasOptionlet (bool b=true)
 only get last coupon
 
MakeYoYInflationCapFloorwithStrike (Rate strike)
 
MakeYoYInflationCapFloorwithAtmStrike (const Handle< YieldTermStructure > &nominalTermStructure)
 
MakeYoYInflationCapFloorwithForwardStart (Period forwardStart)
 
 operator YoYInflationCapFloor () const
 
 operator ext::shared_ptr< YoYInflationCapFloor > () const
 

Detailed Description

helper class

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