Analytic dk cpi cap floor engine. More...
#include <qle/pricingengines/analyticdkcpicapfloorengine.hpp>
Public Member Functions | |
AnalyticDkCpiCapFloorEngine (const boost::shared_ptr< CrossAssetModel > &model, const Size index, const Real baseCPI) | |
void | calculate () const override |
Analytic dk cpi cap floor engine.