QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | Protected Attributes | List of all members
InterpolatingCPICapFloorEngine Class Reference

#include <ql/experimental/inflation/cpicapfloorengines.hpp>

Inherits CPICapFloor::engine.

Public Member Functions

 InterpolatingCPICapFloorEngine (const Handle< CPICapFloorTermPriceSurface > &)
 
virtual void calculate () const
 
virtual std::string name () const
 

Protected Attributes

Handle
< CPICapFloorTermPriceSurface
priceSurf_
 

Detailed Description

This engine only adds timing functionality (e.g. different lag) w.r.t. an existing interpolated price surface.