MakeYoYInflationCapFloor Class Reference

helper class More...

#include <ql/instruments/makeyoyinflationcapfloor.hpp>

List of all members.

Public Member Functions

 MakeYoYInflationCapFloor (YoYInflationCapFloor::Type capFloorType, const Size &length, const Calendar &cal, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, Rate strike=Null< Rate >(), const Period &forwardStart=0 *Days)
MakeYoYInflationCapFloorwithNominal (Real n)
MakeYoYInflationCapFloorwithEffectiveDate (const Date &effectiveDate)
MakeYoYInflationCapFloorwithFirstCapletExcluded ()
MakeYoYInflationCapFloorwithPaymentDayCounter (const DayCounter &)
MakeYoYInflationCapFloorwithPaymentAdjustment (BusinessDayConvention)
MakeYoYInflationCapFloorwithFixingDays (Natural fixingDays)
 operator YoYInflationCapFloor () const
 operator boost::shared_ptr< YoYInflationCapFloor > () const
MakeYoYInflationCapFloorasOptionlet (bool b=true)
 only get last coupon
MakeYoYInflationCapFloorwithPricingEngine (const boost::shared_ptr< PricingEngine > &engine)

Detailed Description

helper class

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