QuantLib_CapFloor_engine man page

CapFloor::engine — base class for cap/floor engines

Synopsis

#include <ql/instruments/capfloor.hpp>

Inherits GenericEngine< CapFloor::arguments, CapFloor::results >.

Inherited by BachelierCapFloorEngine, BlackCapFloorEngine, and MCHullWhiteCapFloorEngine< RNG, S >.

Additional Inherited Members

Detailed Description

base class for cap/floor engines

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib