QuantLib_Floor

Langue: en

Autres versions - même langue

Version: 377802 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::Floor -

Concrete floor class.

SYNOPSIS


#include <ql/instruments/capfloor.hpp>

Inherits QuantLib::CapFloor.

Public Member Functions


Floor (const Leg &floatingLeg, const std::vector< Rate > &exerciseRates)

Detailed Description

Concrete floor class.

Author

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