Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer) More...
#include <ql/pricingengines/inflation/inflationcapfloorengines.hpp>
 Inheritance diagram for YoYInflationBlackCapFloorEngine:
 Inheritance diagram for YoYInflationBlackCapFloorEngine:| Public Member Functions | |
| YoYInflationBlackCapFloorEngine (const boost::shared_ptr< YoYInflationIndex > &, const Handle< YoYOptionletVolatilitySurface > &) | |
|  Public Member Functions inherited from YoYInflationCapFloorEngine | |
| YoYInflationCapFloorEngine (const boost::shared_ptr< YoYInflationIndex > &, const Handle< YoYOptionletVolatilitySurface > &vol) | |
| boost::shared_ptr< YoYInflationIndex > | index () const | 
| Handle< YoYOptionletVolatilitySurface > | volatility () const | 
| void | setVolatility (const Handle< YoYOptionletVolatilitySurface > &vol) | 
| void | calculate () const | 
|  Public Member Functions inherited from GenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results > | |
| PricingEngine::arguments * | getArguments () const | 
| const PricingEngine::results * | getResults () const | 
| void | reset () | 
| void | update () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| 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 | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
|  Protected Attributes inherited from YoYInflationCapFloorEngine | |
| boost::shared_ptr< YoYInflationIndex > | index_ | 
| Handle< YoYOptionletVolatilitySurface > | volatility_ | 
|  Protected Attributes inherited from GenericEngine< YoYInflationCapFloor::arguments, YoYInflationCapFloor::results > | |
| YoYInflationCapFloor::arguments | arguments_ | 
| YoYInflationCapFloor::results | results_ | 
Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer)