[Quantlib-dev] add .asOptionlet() to MakeCapFloor ?

[Chris K. <chr...@ya...>]

Hi,

this would make life easier.  Effect: only the last cashflow is returned.  The extra code could be something like:

In .hpp after line 66

    //! Only get last coupon, i.e. get caplet version of cap 
    //! or floorlet version of floor, etc.
    MakeCapFloor& asOptionlet();

Also before closing };

    bool asOptionlet_;

In .cpp after line 38 in constructor (and before {}):

    asOptionlet_(false) 

after new line 53

    //! only leaves the last coupon
    if (asOptionlet_ && leg.size()>1)
        leg.erase(leg.begin(), --leg.end());

Best regards,
Chris