BlackCPICouponPricer Class Reference

#include <qle/cashflows/cpicouponpricer.hpp>

Inheritance diagram for BlackCPICouponPricer:

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Public Member Functions
	BlackCPICouponPricer (const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >(), const bool useLastFixing=false)
Public Member Functions inherited from CappedFlooredCPICouponPricer
	CappedFlooredCPICouponPricer (const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >())
Handle< YieldTermStructure >	yieldCurve ()
Handle< QuantLib::CPIVolatilitySurface >	volatility ()
QuantLib::ext::shared_ptr< PricingEngine >	engine ()

Additional Inherited Members
Protected Attributes inherited from CappedFlooredCPICouponPricer
QuantLib::ext::shared_ptr< PricingEngine >	engine_

Detailed Description

Definition at line 95 of file cpicouponpricer.hpp.

Constructor & Destructor Documentation

BlackCPICouponPricer()

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

Definition at line 65 of file cpicouponpricer.cpp.

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

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