OISCapFloorHelper Class Reference

Inheritance diagram for OISCapFloorHelper:

Public Member Functions
	OISCapFloorHelper (CapFloorHelper::Type type, const QuantLib::Period &tenor, const QuantLib::Period &rateComputationPeriod, QuantLib::Rate strike, const QuantLib::Handle< QuantLib::Quote > &quote, const QuantLib::ext::shared_ptr< QuantLib::OvernightIndex > &index, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountingCurve, bool moving=true, const QuantLib::Date &effectiveDate=QuantLib::Date(), CapFloorHelper::QuoteType quoteType=CapFloorHelper::Premium, QuantLib::VolatilityType quoteVolatilityType=QuantLib::Normal, QuantLib::Real quoteDisplacement=0.0)
	OISCapFloorHelper, similar to CapFloorHelper.
Leg	capFloor () const
void	setTermStructure (QuantLib::OptionletVolatilityStructure *ovts) override
QuantLib::Real	impliedQuote () const override
void	accept (QuantLib::AcyclicVisitor &) override
QuantLib::Real	atmStrike () const