1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137
|
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
<meta name="robots" content="none">
<title>QuantLib: MakeCapFloor Class Reference</title>
<link rel="stylesheet" href="quantlib.css" type="text/css">
<link rel="stylesheet" href="print.css" type="text/css" media="print">
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
<link rel="icon" href="favicon.ico" type="image/x-icon">
</head>
<body>
<div id="container">
<div id="header">
<img class="titleimage"
src="QL-title.jpg" width="212" height="47" border="0"
alt="QuantLib">
<br>
<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
</div>
<div id="menu">
<h3 class="navbartitle">Version 0.9.0</h3>
<hr>
<h3 class="navbartitle">Getting started</h3>
<ul class="navbarlist">
<li class="navlink"><a href="index.html">Introduction</a></li>
<li class="navlink"><a href="overview.html">Project overview</a></li>
<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
<li class="navlink"><a href="install.html">Installation</a></li>
<li class="navlink"><a href="config.html">Configuration</a></li>
<li class="navlink"><a href="usage.html">Usage</a></li>
<li class="navlink"><a href="history.html">Version history</a></li>
<li class="navlink"><a href="resources.html">Additional resources</a></li>
<li class="navlink"><a href="group.html">The QuantLib group</a></li>
<li class="navlink"><a href="license.html">Copyright and license</a></li>
</ul>
<hr>
<h3 class="navbartitle">Reference manual</h3>
<ul class="navbarlist">
<li class="navlink"><a href="modules.html">Modules</a></li>
<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
<li class="navlink"><a href="annotated.html">Compound List</a></li>
<li class="navlink"><a href="files.html">File List</a></li>
<li class="navlink"><a href="functions.html">Compound Members</a></li>
<li class="navlink"><a href="globals.html">File Members</a></li>
<li class="navlink"><a href="bug.html">Known Bugs</a></li>
<li class="navlink"><a href="caveats.html">Caveats</a></li>
<li class="navlink"><a href="test.html">Test Suite</a></li>
<li class="navlink"><a href="examples.html">Examples</a></li>
</ul>
</div>
<div id="content">
<!--Doxygen-generated content-->
<!-- Generated by Doxygen 1.5.4 -->
<div class="nav">
<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a></div>
<h1>MakeCapFloor Class Reference</h1><!-- doxytag: class="QuantLib::MakeCapFloor" --><code>#include <ql/instruments/makecapfloor.hpp></code>
<p>
<p>
<a href="class_quant_lib_1_1_make_cap_floor-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
helper class
<p>
This class provides a more comfortable way to instantiate standard market cap and floor. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="92cb34c78c109e80de90b7f2b939d137"></a><!-- doxytag: member="QuantLib::MakeCapFloor::MakeCapFloor" ref="92cb34c78c109e80de90b7f2b939d137" args="(CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &index, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)" -->
</td><td class="memItemRight" valign="bottom"><b>MakeCapFloor</b> (CapFloor::Type capFloorType, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &capFloorTenor, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &index, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> strike=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> >(), const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &forwardStart=0 *Days)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7bea6c0ff7c450cbb59ef34df4bffe99"></a><!-- doxytag: member="QuantLib::MakeCapFloor::operator CapFloor" ref="7bea6c0ff7c450cbb59ef34df4bffe99" args="() const " -->
</td><td class="memItemRight" valign="bottom"><b>operator CapFloor</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="51e4bc45473f4975db2c2e7cee76d3e1"></a><!-- doxytag: member="QuantLib::MakeCapFloor::operator boost::shared_ptr< CapFloor >" ref="51e4bc45473f4975db2c2e7cee76d3e1" args="() const " -->
</td><td class="memItemRight" valign="bottom"><b>operator boost::shared_ptr< CapFloor ></b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="49da727eac49aa25b7049d97f450add8"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withNominal" ref="49da727eac49aa25b7049d97f450add8" args="(Real n)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withNominal</b> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> n)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="90ba16b56f1b503216c771b350995be5"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withEffectiveDate" ref="90ba16b56f1b503216c771b350995be5" args="(const Date &effectiveDate, bool firstCapletExcluded)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withEffectiveDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &effectiveDate, bool firstCapletExcluded)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e1bd69239e87e1c167e9cfa744e5587f"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withTenor" ref="e1bd69239e87e1c167e9cfa744e5587f" args="(const Period &t)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withTenor</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &t)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c5964e56d440144efcdbdfa13a5283e4"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withCalendar" ref="c5964e56d440144efcdbdfa13a5283e4" args="(const Calendar &cal)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withCalendar</b> (const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="886920e731cacfa311f5695959e87d3d"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withConvention" ref="886920e731cacfa311f5695959e87d3d" args="(BusinessDayConvention bdc)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withConvention</b> (<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="99bbc690fab22b6b152102edfa90a6c5"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withTerminationDateConvention" ref="99bbc690fab22b6b152102edfa90a6c5" args="(BusinessDayConvention bdc)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withTerminationDateConvention</b> (<a class="el" href="group__datetime.html#gff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> bdc)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="841dc63b3998dc2546f1ab234b0bb70b"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withRule" ref="841dc63b3998dc2546f1ab234b0bb70b" args="(DateGeneration::Rule r=DateGeneration::Forward)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withRule</b> (<a class="el" href="struct_quant_lib_1_1_date_generation.html#11fcd51ef86118f65e603c1474377a78">DateGeneration::Rule</a> r=DateGeneration::Forward)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d96a772f128ed68485e6a9c8126fb861"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withEndOfMonth" ref="d96a772f128ed68485e6a9c8126fb861" args="(bool flag=true)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withEndOfMonth</b> (bool flag=true)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="65af3e47e417392a087d62e00cc14cb7"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withFirstDate" ref="65af3e47e417392a087d62e00cc14cb7" args="(const Date &d)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withFirstDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cbc7ed2ce81e3a290410c4d3c9719b5e"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withNextToLastDate" ref="cbc7ed2ce81e3a290410c4d3c9719b5e" args="(const Date &d)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withNextToLastDate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="413b379fc70f316436cb7f5895d1262d"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withDayCount" ref="413b379fc70f316436cb7f5895d1262d" args="(const DayCounter &dc)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withDayCount</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d450960b7fb0311132126ee85e0014ea"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withDiscountingTermStructure" ref="d450960b7fb0311132126ee85e0014ea" args="(const Handle< YieldTermStructure > &discountingTermStructure)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withDiscountingTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discountingTermStructure)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13eea987eb1967c837d05e392bfe34b1"></a><!-- doxytag: member="QuantLib::MakeCapFloor::withPricingEngine" ref="13eea987eb1967c837d05e392bfe34b1" args="(const boost::shared_ptr< PricingEngine > &engine)" -->
<a class="el" href="class_quant_lib_1_1_make_cap_floor.html">MakeCapFloor</a> & </td><td class="memItemRight" valign="bottom"><b>withPricingEngine</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &engine)</td></tr>
</table>
</div>
<div class="footer">
<div class="endmatter">
Documentation generated by
<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
</div>
</div>
</div>
</body>
</html>
|