1
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
4
<meta http-equiv="Content-Type" content="text/html;charset=iso-8859-1">
5
<meta name="robots" content="none">
6
<title>QuantLib: Floor Class Reference</title>
7
<link rel="stylesheet" href="quantlib.css" type="text/css">
8
<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
9
<link rel="icon" href="favicon.ico" type="image/x-icon">
14
"Layout table: navigation bar in the first cell, contents in the second cell"
21
<img class= "addtopspace" src="QL-small.jpg"
22
alt="QuantLib Logo"></div>
23
<h3 class="navbartitle">QuantLib 0.3.9</h3>
25
<a href="http://quantlib.org/">http://quantlib.org</a></div>
29
<h3 class="navbartitle">Getting started</h3>
31
<ul class="navlinklist">
32
<li><a class="navlink" href="index.html">Introduction</a></li>
33
<li><a class="navlink" href="overview.html">Project overview</a></li>
34
<li><a class="navlink" href="where.html">Where to get QuantLib</a></li>
35
<li><a class="navlink" href="install.html">Installation</a></li>
36
<li><a class="navlink" href="config.html">Configuration</a></li>
37
<li><a class="navlink" href="usage.html">Usage</a></li>
38
<li><a class="navlink" href="faq.html">Frequently asked questions</a></li>
39
<li><a class="navlink" href="history.html">Version history</a></li>
40
<li><a class="navlink" href="resources.html">Additional resources</a></li>
41
<li><a class="navlink" href="group.html">The QuantLib group</a></li>
42
<li><a class="navlink" href="license.html">Copyright and license</a></li>
47
<h3 class="navbartitle">Reference manual</h3>
49
<ul class="navlinklist">
50
<li><a class="navlink" href="modules.html">Modules</a></li>
51
<li><a class="navlink" href="hierarchy.html">Class Hierarchy</a></li>
52
<li><a class="navlink" href="annotated.html">Compound List</a></li>
53
<li><a class="navlink" href="files.html">File List</a></li>
54
<li><a class="navlink" href="functions.html">Compound Members</a></li>
55
<li><a class="navlink" href="globals.html">File Members</a></li>
56
<li><a class="navlink" href="todo.html">Todo List</a></li>
57
<li><a class="navlink" href="bug.html">Known Bugs</a></li>
58
<li><a class="navlink" href="test.html">Test Suite</a></li>
59
<li><a class="navlink" href="deprecated.html">Deprecated Features</a></li>
60
<li><a class="navlink" href="examples.html">Examples</a></li>
65
<!--Doxygen-generated content-->
67
<!-- Generated by Doxygen 1.4.2 -->
69
<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_floor.html">Floor</a></div>
70
<h1>Floor Class Reference<br>
72
[<a class="el" href="group__instruments.html">Financial instruments</a>]</small>
73
</h1><code>#include <ql/Instruments/capfloor.hpp></code>
75
Inheritance diagram for Floor:<p><center><img src="class_quant_lib_1_1_floor__inherit__graph.png" border="0" usemap="#_floor__inherit__map" alt="Inheritance graph"></center>
76
<map name="_floor__inherit__map">
77
<area href="class_quant_lib_1_1_cap_floor.html" shape="rect" coords="68,233,145,257" alt="">
78
<area href="class_quant_lib_1_1_instrument.html" shape="rect" coords="64,158,149,182" alt="">
79
<area href="class_quant_lib_1_1_lazy_object.html" shape="rect" coords="62,83,150,107" alt="">
80
<area href="class_quant_lib_1_1_observable.html" shape="rect" coords="8,9,98,33" alt="">
81
<area href="class_quant_lib_1_1_observer.html" shape="rect" coords="122,9,200,33" alt="">
83
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_floor-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
86
<table border="0" cellpadding="0" cellspacing="0">
88
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
89
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0" doxytag="QuantLib::Floor::Floor"></a>
90
</td><td class="memItemRight" valign="bottom"><b>Floor</b> (const std::vector< boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> > > &floatingLeg, const std::vector< <a class="el" href="group__types.html#ga8">Rate</a> > &exerciseRates, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &termStructure, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &engine)</td></tr>
101
<table align="top" width="100%">
103
<td align="middle" width="33%">
104
<strong>QuantLib.org</strong><br>
105
<a href="http://quantlib.org/">
106
<img src="QL-small.jpg" alt="QuantLib" align="middle" border=0>
109
<td align="middle" width="33%">
110
<strong>Hosted by</strong><br>
111
<a href="http://sourceforge.net"><img src=
112
"sfnetlogo.png" width="88" height="31"
113
border="0" alt="SourceForge.net Logo"></a>
115
<td align="middle" width="33%">
116
<strong>Documentation generated by</strong><br>
117
<a href="http://www.doxygen.org">
118
<img src="doxygen.png" alt="doxygen" align="middle" border=0 width=110 height=53>