added caps code block

nhaga · Feb 1, 2020 · 594dc6e · 594dc6e
1 parent 82b4578
commit 594dc6e
Showing 1 changed file with 23 additions and 1 deletion.
diff --git a/docs/instruments/caps.rst b/docs/instruments/caps.rst
@@ -6,13 +6,35 @@ Cap
 
 .. function:: ql.Cap(floatingLeg, exerciseRates)
 
+.. code-block:: python
+
+  schedule = ql.MakeSchedule(ql.Date(15,6,2020), ql.Date(16,6,2022), ql.Period('6M'))
+  ibor_leg = ql.IborLeg([100], schedule, ql.Euribor6M())
+  strike = 0.01
+  cap = ql.Cap(ibor_leg, [strike])
+
+
 Floor
 -----
 
 .. function:: ql.Floor(floatingLeg, exerciseRates)
 
+.. code-block:: python
+
+  schedule = ql.MakeSchedule(ql.Date(15,6,2020), ql.Date(16,6,2022), ql.Period('6M'))
+  ibor_leg = ql.IborLeg([100], schedule, ql.Euribor6M())
+  strike = 0.00
+  floor = ql.Floor(ibor_leg, [strike])
 
 Collar
 ------
 
-.. function:: ql.Collar(floatingLeg, capRates, floorRates)
+.. function:: ql.Collar(floatingLeg, capRates, floorRates)
+
+.. code-block:: python
+
+  schedule = ql.MakeSchedule(ql.Date(15,6,2020), ql.Date(16,6,2022), ql.Period('6M'))
+  ibor_leg = ql.IborLeg([100], schedule, ql.Euribor6M())
+  capStrike = 0.02
+  floorStrike = 0.00
+  collar = ql.Collar(ibor_leg, [capStrike], [floorStrike])