QuantLib_UnitDisplacedBlackYoYInflationCouponPricer

UnitDisplacedBlackYoYInflationCouponPricer — Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons.

Synopsis

#include <ql/cashflows/inflationcouponpricer.hpp>

Inherits YoYInflationCouponPricer.

Public Member Functions

UnitDisplacedBlackYoYInflationCouponPricer (const Handle< YoYOptionletVolatilitySurface > &capletVol=Handle< YoYOptionletVolatilitySurface >())

Protected Member Functions

Real optionletPriceImp (Option::Type, Real strike, Real forward, Real stdDev) const

Additional Inherited Members

Detailed Description

Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons.

Member Function Documentation

Real optionletPriceImp (Option::Type, Real strike, Real forward, Real stdDev) const [protected], [virtual]

usually only need implement this (of course they may need to re-implement initialize too ...)

Reimplemented from YoYInflationCouponPricer.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

UnitDisplacedBlackYoYInflationCouponPricer(3) is an alias of QuantLib_UnitDisplacedBlackYoYInflationCouponPricer(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib