withFirstDate (3) - Linux Manuals
withFirstDate: helper class
NAME
QuantLib::MakeCapFloor - helper class
SYNOPSIS
#include <ql/instruments/makecapfloor.hpp>
Public Member Functions
MakeCapFloor (CapFloor::Type capFloorType, const Period &capFloorTenor, const boost::shared_ptr< IborIndex > &iborIndex, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
operator CapFloor () const
operator boost::shared_ptr< CapFloor > () const
MakeCapFloor & withNominal (Real n)
MakeCapFloor & withEffectiveDate (const Date &effectiveDate, bool firstCapletExcluded)
MakeCapFloor & withTenor (const Period &t)
MakeCapFloor & withCalendar (const Calendar &cal)
MakeCapFloor & withConvention (BusinessDayConvention bdc)
MakeCapFloor & withTerminationDateConvention (BusinessDayConvention bdc)
MakeCapFloor & withRule (DateGeneration::Rule r)
MakeCapFloor & withEndOfMonth (bool flag=true)
MakeCapFloor & withFirstDate (const Date &d)
MakeCapFloor & withNextToLastDate (const Date &d)
MakeCapFloor & withDayCount (const DayCounter &dc)
MakeCapFloor & withPricingEngine (const boost::shared_ptr< PricingEngine > &engine)
Detailed Description
helper class
This class provides a more comfortable way to instantiate standard market cap and floor.
Author
Generated automatically by Doxygen for QuantLib from the source code.