QuantLib_InterpolatingCPICapFloorEngine man page

InterpolatingCPICapFloorEngine —


#include <ql/experimental/inflation/cpicapfloorengines.hpp>

Inherits CPICapFloor::engine.

Public Member Functions

InterpolatingCPICapFloorEngine (const Handle< CPICapFloorTermPriceSurface > &)

virtual void calculate () const

virtual std::string name () const

Protected Attributes

Handle< CPICapFloorTermPriceSurface > priceSurf_

Detailed Description

This engine only adds timing functionality (e.g. different lag) w.r.t. an existing interpolated price surface.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

InterpolatingCPICapFloorEngine(3) and priceSurf_(3) are aliases of QuantLib_InterpolatingCPICapFloorEngine(3).

QuantLib Version 1.8.1 Fri Sep 23 2016