BlackCPICashFlowPricer Class Reference

Black CPI CashFlow Pricer. More...

#include <qle/cashflows/cpicouponpricer.hpp>

Inheritance diagram for BlackCPICashFlowPricer:

Collaboration diagram for BlackCPICashFlowPricer:

Public Member Functions
	BlackCPICashFlowPricer (const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >(), const bool useLastFixing=false)
Public Member Functions inherited from InflationCashFlowPricer
	InflationCashFlowPricer (const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >())
virtual	~InflationCashFlowPricer ()
Handle< QuantLib::CPIVolatilitySurface >	volatility ()
	Inspectors. More...
Handle< YieldTermStructure >	yieldCurve ()
QuantLib::ext::shared_ptr< PricingEngine >	engine ()
virtual void	update () override

Additional Inherited Members
Protected Attributes inherited from InflationCashFlowPricer
Handle< QuantLib::CPIVolatilitySurface >	vol_
Handle< YieldTermStructure >	yts_
QuantLib::ext::shared_ptr< PricingEngine >	engine_

Detailed Description

Black CPI CashFlow Pricer.

Definition at line 63 of file cpicouponpricer.hpp.

Constructor & Destructor Documentation

BlackCPICashFlowPricer()

BlackCPICashFlowPricer	(	const Handle< QuantLib::CPIVolatilitySurface > &	vol = Handle<QuantLib::CPIVolatilitySurface>(),
		const Handle< YieldTermStructure > &	yts = Handle<YieldTermStructure>(),
		const bool	useLastFixing = false
	)

Definition at line 44 of file cpicouponpricer.cpp.

    : InflationCashFlowPricer(vol, yts) {
    engine_ = QuantLib::ext::make_shared<CPIBlackCapFloorEngine>(yieldCurve(), volatility(), useLastFixing);
}

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