Rate CapFloor::atmRate(const YieldTermStructure& discountCurve) const { bool includeSettlementDateFlows = false; Date settlementDate = discountCurve.referenceDate(); return CashFlows::atmRate(floatingLeg_, discountCurve, includeSettlementDateFlows, settlementDate); }
Rate YoYInflationCapFloor::atmRate(const YieldTermStructure& discountCurve) const { return CashFlows::atmRate(yoyLeg_, discountCurve, false, discountCurve.referenceDate()); }