#include <qle/models/yoycapfloorhelper.hpp>
YoYCapFloorHelper inspectors | |
boost::shared_ptr< QuantLib::YoYInflationCapFloor > | yoyCapFloor () const |
void | setPricingEngine (const boost::shared_ptr< QuantLib::PricingEngine > &engine) |
Set the pricing engine to be used by the underlying YoY cap floor. | |
QuantLib::Real | marketValue () const |
Return the market premium value. | |
QuantLib::Real | modelValue () const |
Return the model value. | |
Year on year (YoY) inflation cap floor calibration helper.