Expose isExpired and type methods of CapFloor

robinxlu · May 2, 2019 · 633eb3d · 633eb3d
1 parent dd5bbad
commit 633eb3d
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diff --git a/.gitignore b/.gitignore
@@ -26,6 +26,7 @@ Python/QuantLib/quantlib_wrap.cpp
 Python/.cache/
 Python/QuantLib_Python.egg-info
 Python/dist
+.pytest_cache/v/cache/nodeids
 R/src/QuantLib.cpp
 R/makeRData.Rout
 R/src/symbols.rds
@@ -93,3 +94,5 @@ R/QuantLib.RData
 .vscode/launch.json
 .vscode/settings.json
 .vscode/tags
+.vscode/tasks.json
+
diff --git a/SWIG/capfloor.i b/SWIG/capfloor.i
@@ -44,13 +44,17 @@ class CapFloor : public Instrument {
                                  Volatility maxVol = 4.0,
                                  VolatilityType type = ShiftedLognormal,
                                  Real displacement = 0.0) const;
+    enum Type { Cap, Floor, Collar };
     const Leg& floatingLeg() const;
 
     const std::vector<Rate>& capRates();
     const std::vector<Rate>& floorRates();
     Date startDate() const;
     Date maturityDate() const;
 
+    bool isExpired() const;
+    Type type() const;
+
     Rate atmRate(const YieldTermStructure& discountCurve) const;
 };