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I'd like to use QuantLib as a C++ library to price interest rate derivatives, in particular Cap&Floors. To semplify things a little, let's say I have a vector of EURLibor1Y rates for different maturities, which I called r, and a constant caplet volatility which I called vol. When ever I try to set up a Cap/Floor object using the following code

    Volatility vol = 0.180253;
    boost::shared_ptr<OptionletVolatilityStructure> vol_ptr = boost::make_shared<ConstantOptionletVolatility>(settlement,cal,ModifiedFollowing,vol,Actual360());
    RelinkableHandle<OptionletVolatilityStructure> vol_handle(vol_ptr);
    boost::shared_ptr<YieldTermStructure> curve = boost::make_shared<InterpolatedForwardCurve<LogLinear>>(dates,r,Actual360());
    RelinkableHandle<YieldTermStructure> ts_handle(curve);
    boost::shared_ptr<IborIndex> index = boost::make_shared<EURLibor1Y>(ts_handle);
    IborLeg floatingLeg(schd,index);
    Cap cap(floatingLeg,r);

I get a runtime error saying "terminate called after throwing an instance of 'QuantLib::Error' what(): no notional given", any idea how to fix this?

EDIT: In initializing the Cap I use the vector r because I want it to be ATM.

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Never mind, just found out the issue. The IborLeg class has a method called "withNotionals(Real)" used to set the notional value.

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