CPIBlackCapFloorEngine Class Reference

Inheritance diagram for CPIBlackCapFloorEngine:

Public Member Functions
	CPIBlackCapFloorEngine (const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, const QuantLib::Handle< QuantLib::CPIVolatilitySurface > &surface, const bool ttmFromLastAvailableFixing=false)
Public Member Functions inherited from CPICapFloorEngine
	CPICapFloorEngine (const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, const QuantLib::Handle< QuantLib::CPIVolatilitySurface > &surface, const bool ttmFromLastAvailableFixing=false)
virtual void	calculate () const override
void	setVolatility (const QuantLib::Handle< QuantLib::CPIVolatilitySurface > &surface)

Protected Member Functions
virtual double	optionPriceImpl (QuantLib::Option::Type type, double strike, double forward, double stdDev, double discount) const override

Additional Inherited Members
Protected Attributes inherited from CPICapFloorEngine
QuantLib::Handle< QuantLib::YieldTermStructure >	discountCurve_
QuantLib::Handle< QuantLib::CPIVolatilitySurface >	volatilitySurface_
bool	ttmFromLastAvailableFixing_