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Reference manual - version qle_version
Public Member Functions | List of all members
BachelierCPICouponPricer Class Reference
+ Inheritance diagram for BachelierCPICouponPricer:

Public Member Functions

 BachelierCPICouponPricer (const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >(), const bool useLastFixing=false)
 
- Public Member Functions inherited from CappedFlooredCPICouponPricer
 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 ()
 

Additional Inherited Members

- Protected Attributes inherited from CappedFlooredCPICouponPricer
boost::shared_ptr< PricingEngine > engine_