QuantLib_YoYInflationUnitDisplacedBlackCapFloorEngine

YoYInflationUnitDisplacedBlackCapFloorEngine — Unit Displaced Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer)

Synopsis

#include <ql/pricingengines/inflation/inflationcapfloorengines.hpp>

Inherits YoYInflationCapFloorEngine.

Public Member Functions

YoYInflationUnitDisplacedBlackCapFloorEngine (const boost::shared_ptr< YoYInflationIndex > &, const Handle< YoYOptionletVolatilitySurface > &)

Protected Member Functions

virtual Real optionletImpl (Option::Type, Real strike, Real forward, Real stdDev, Real d) const
descendents only need to implement this

Additional Inherited Members

Detailed Description

Unit Displaced Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer)

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

YoYInflationUnitDisplacedBlackCapFloorEngine(3) is an alias of QuantLib_YoYInflationUnitDisplacedBlackCapFloorEngine(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib