Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons. More...
#include <ql/cashflows/inflationcouponpricer.hpp>
 Inheritance diagram for UnitDisplacedBlackYoYInflationCouponPricer:
 Inheritance diagram for UnitDisplacedBlackYoYInflationCouponPricer:| Public Member Functions | |
| UnitDisplacedBlackYoYInflationCouponPricer (const Handle< YoYOptionletVolatilitySurface > &capletVol=Handle< YoYOptionletVolatilitySurface >()) | |
|  Public Member Functions inherited from YoYInflationCouponPricer | |
| YoYInflationCouponPricer (const Handle< YoYOptionletVolatilitySurface > &capletVol=Handle< YoYOptionletVolatilitySurface >()) | |
| virtual Handle< YoYOptionletVolatilitySurface > | capletVolatility () const | 
| virtual void | setCapletVolatility (const Handle< YoYOptionletVolatilitySurface > &capletVol) | 
| virtual Real | swapletPrice () const | 
| virtual Rate | swapletRate () const | 
| virtual Real | capletPrice (Rate effectiveCap) const | 
| virtual Rate | capletRate (Rate effectiveCap) const | 
| virtual Real | floorletPrice (Rate effectiveFloor) const | 
| virtual Rate | floorletRate (Rate effectiveFloor) const | 
| virtual void | initialize (const InflationCoupon &) | 
|  Public Member Functions inherited from InflationCouponPricer | |
| virtual void | update () | 
|  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 () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
| Protected Member Functions | |
| Real | optionletPriceImp (Option::Type, Real strike, Real forward, Real stdDev) const | 
|  Protected Member Functions inherited from YoYInflationCouponPricer | |
| virtual Real | optionletPrice (Option::Type optionType, Real effStrike) const | 
| car replace this if really required | |
| virtual Rate | adjustedFixing (Rate fixing=Null< Rate >()) const | 
| 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 YoYInflationCouponPricer | |
| Handle< YoYOptionletVolatilitySurface > | capletVol_ | 
| data | |
| const YoYInflationCoupon * | coupon_ | 
| Real | gearing_ | 
| Spread | spread_ | 
| Real | discount_ | 
| Real | spreadLegValue_ | 
|  Protected Attributes inherited from InflationCouponPricer | |
| Handle< YieldTermStructure > | rateCurve_ | 
| Date | paymentDate_ | 
Unit-Displaced-Black-formula pricer for capped/floored yoy inflation coupons.
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 | protectedvirtual | 
usually only need implement this (of course they may need to re-implement initialize too ...)
Reimplemented from YoYInflationCouponPricer.