QuantLib_CapFloor_engine

Langue: en

Autres versions - même langue

Version: 378359 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::CapFloor::engine -

base class for cap/floor engines

SYNOPSIS


#include <ql/instruments/capfloor.hpp>

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

Inherited by BlackCapFloorEngine, and MCHullWhiteCapFloorEngine< RNG, S >.

Detailed Description

base class for cap/floor engines

Author

Generated automatically by Doxygen for QuantLib from the source code.