analyticcapfloorengine.hpp

Langue: en

Autres versions - même langue

Version: 381456 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/pricingengines/capfloor/analyticcapfloorengine.hpp -

Analytic engine for caps/floors.

SYNOPSIS


#include <ql/instruments/capfloor.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
#include <ql/models/model.hpp>

Classes


class AnalyticCapFloorEngine
Analytic engine for cap/floor.

Detailed Description

Analytic engine for caps/floors.

Author

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