blackcapfloorengine.hpp

Langue: en

Autres versions - même langue

Version: 373095 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/pricingengines/capfloor/blackcapfloorengine.hpp -

Black-formula cap/floor engine.

SYNOPSIS


#include <ql/instruments/capfloor.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>

Classes


class BlackCapFloorEngine
Black-formula cap/floor engine.

Detailed Description

Black-formula cap/floor engine.

Author

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