QuantLib_YoYInflationCapFloor_engine man page

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

Synopsis

#include <ql/instruments/inflationcapfloor.hpp>

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

Inherited by YoYInflationCapFloorEngine.

Additional Inherited Members

Detailed Description

base class for cap/floor engines

Author

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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib