BlackCPICashFlowPricer Class Reference

Black CPI CashFlow Pricer. More...

#include <qle/cashflows/cpicouponpricer.hpp>

Inheritance diagram for BlackCPICashFlowPricer:

Public Member Functions
	BlackCPICashFlowPricer (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 ()
QuantLib::ext::shared_ptr< PricingEngine >	engine ()
virtual void	update () override

Additional Inherited Members
Protected Attributes inherited from InflationCashFlowPricer
Handle< QuantLib::CPIVolatilitySurface >	vol_
Handle< YieldTermStructure >	yts_
QuantLib::ext::shared_ptr< PricingEngine >	engine_

Detailed Description

Black CPI CashFlow Pricer.