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) | |
MakeYoYInflationCapFloor & | withNominal (Real n) |
MakeYoYInflationCapFloor & | withEffectiveDate (const Date &effectiveDate) |
MakeYoYInflationCapFloor & | withFirstCapletExcluded () |
MakeYoYInflationCapFloor & | withPaymentDayCounter (const DayCounter &) |
MakeYoYInflationCapFloor & | withPaymentAdjustment (BusinessDayConvention) |
MakeYoYInflationCapFloor & | withFixingDays (Natural fixingDays) |
MakeYoYInflationCapFloor & | withPricingEngine (const ext::shared_ptr< PricingEngine > &engine) |
MakeYoYInflationCapFloor & | asOptionlet (bool b=true) |
only get last coupon | |
MakeYoYInflationCapFloor & | withStrike (Rate strike) |
MakeYoYInflationCapFloor & | withAtmStrike (const Handle< YieldTermStructure > &nominalTermStructure) |
MakeYoYInflationCapFloor & | withForwardStart (Period forwardStart) |
operator YoYInflationCapFloor () const | |
operator ext::shared_ptr< YoYInflationCapFloor > () const | |
helper class
This class provides a more comfortable way to instantiate standard yoy inflation cap and floor.