Bachelier CPI CashFlow Pricer. More...
#include <qle/cashflows/cpicouponpricer.hpp>
Public Member Functions | |
BachelierCPICashFlowPricer (const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >(), const bool useLastFixing=false) | |
Public Member Functions inherited from InflationCashFlowPricer | |
InflationCashFlowPricer (const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >()) | |
Handle< QuantLib::CPIVolatilitySurface > | volatility () |
Inspectors. | |
Handle< YieldTermStructure > | yieldCurve () |
boost::shared_ptr< PricingEngine > | engine () |
virtual void | update () override |
Additional Inherited Members | |
Protected Attributes inherited from InflationCashFlowPricer | |
Handle< QuantLib::CPIVolatilitySurface > | vol_ |
Handle< YieldTermStructure > | yts_ |
boost::shared_ptr< PricingEngine > | engine_ |
Bachelier CPI CashFlow Pricer.