Base class for CPI CashFLow and Coupon pricers. More...
#include <qle/cashflows/cpicouponpricer.hpp>
Public Member Functions | |
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 () |
Observer interface | |
Handle< QuantLib::CPIVolatilitySurface > | vol_ |
Handle< YieldTermStructure > | yts_ |
boost::shared_ptr< PricingEngine > | engine_ |
virtual void | update () override |
Base class for CPI CashFLow and Coupon pricers.