QuantLib_InterpolatingCPICapFloorEngine man page
InterpolatingCPICapFloorEngine
Synopsis
#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.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Referenced By
The man pages InterpolatingCPICapFloorEngine(3) and priceSurf_(3) are aliases of QuantLib_InterpolatingCPICapFloorEngine(3).
Wed Feb 7 2018 Version 1.10.1 QuantLib