Floor Class Reference
[Financial instruments]

#include <ql/Instruments/capfloor.hpp>

Inheritance diagram for Floor:

Inheritance graph
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List of all members.

Detailed Description

Concrete floor class.


Public Member Functions

 Floor (const std::vector< boost::shared_ptr< CashFlow > > &floatingLeg, const std::vector< Rate > &exerciseRates, const RelinkableHandle< TermStructure > &termStructure, const boost::shared_ptr< PricingEngine > &engine)


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