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

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

Fri Feb 10 2017 Version 1.9.1 QuantLib