Reference manual - version qle_version
QuantExt
CappedFlooredCPICouponPricer
Public Member Functions
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Protected Attributes
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List of all members
CappedFlooredCPICouponPricer Class Reference
Inheritance diagram for CappedFlooredCPICouponPricer:
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Public Member Functions
CappedFlooredCPICouponPricer
(const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >())
Handle< YieldTermStructure >
yieldCurve
()
Handle< QuantLib::CPIVolatilitySurface >
volatility
()
boost::shared_ptr< PricingEngine >
engine
()
Protected Attributes
boost::shared_ptr< PricingEngine >
engine_
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