Concrete collar class. More...
#include <ql/instruments/capfloor.hpp>
 Inheritance diagram for Collar:
 Inheritance diagram for Collar:| Public Member Functions | |
| Collar (const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) | |
|  Public Member Functions inherited from CapFloor | |
| CapFloor (Type type, const Leg &floatingLeg, const std::vector< Rate > &capRates, const std::vector< Rate > &floorRates) | |
| CapFloor (Type type, const Leg &floatingLeg, const std::vector< Rate > &strikes) | |
| Rate | atmRate (const YieldTermStructure &discountCurve) const | 
| Volatility | impliedVolatility (Real price, const Handle< YieldTermStructure > &disc, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0, VolatilityType type=ShiftedLognormal, Real displacement=0.0) const | 
| implied term volatility | |
| bool | isExpired () const | 
| returns whether the instrument might have value greater than zero. | |
| void | setupArguments (PricingEngine::arguments *) const | 
| Type | type () const | 
| const std::vector< Rate > & | capRates () const | 
| const std::vector< Rate > & | floorRates () const | 
| const Leg & | floatingLeg () const | 
| Date | startDate () const | 
| Date | maturityDate () const | 
| boost::shared_ptr< FloatingRateCoupon > | lastFloatingRateCoupon () const | 
| boost::shared_ptr< CapFloor > | optionlet (const Size n) const | 
| Returns the n-th optionlet as a new CapFloor with only one cash flow. | |
|  Public Member Functions inherited from Instrument | |
| virtual void | fetchResults (const PricingEngine::results *) const | 
| Real | NPV () const | 
| returns the net present value of the instrument. | |
| Real | errorEstimate () const | 
| returns the error estimate on the NPV when available. | |
| const Date & | valuationDate () const | 
| returns the date the net present value refers to. | |
| template<typename T > | |
| T | result (const std::string &tag) const | 
| returns any additional result returned by the pricing engine. | |
| const std::map< std::string, boost::any > & | additionalResults () const | 
| returns all additional result returned by the pricing engine. | |
| void | setPricingEngine (const boost::shared_ptr< PricingEngine > &) | 
| set the pricing engine to be used.  More... | |
|  Public Member Functions inherited from LazyObject | |
| void | update () | 
| void | recalculate () | 
| void | freeze () | 
| void | unfreeze () | 
| void | alwaysForwardNotifications () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| Additional Inherited Members | |
|  Public Types inherited from CapFloor | |
| enum | Type { Cap, Floor, Collar } | 
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
|  Protected Member Functions inherited from Instrument | |
| void | calculate () const | 
| virtual void | setupExpired () const | 
| virtual void | performCalculations () const | 
|  Protected Member Functions inherited from LazyObject | |
|  Protected Attributes inherited from Instrument | |
| boost::shared_ptr< PricingEngine > | engine_ | 
| Real | NPV_ | 
| Real | errorEstimate_ | 
| Date | valuationDate_ | 
| std::map< std::string, boost::any > | additionalResults_ | 
|  Protected Attributes inherited from LazyObject | |
| bool | calculated_ | 
| bool | frozen_ | 
| bool | alwaysForward_ | 
Concrete collar class.