Go to Deriscope's documentation start page

CapFloor

CapFloor is a Tradable that represents a Cap or Floor or Collar.
The exact payoff definition is one of those listed in
CapFloor::CapFloor Type
The pricing methodology is specified in
Model[CapFloor]

The following
functions are also available within CapFloor:
CapFloor Functions

No QuantLib issues have been identified: