cpicapfloorengines.hpp File Reference

Extended version of the QuantLib engine, strike adjustment for seasoned CPI Cap/Floor pricing. More...

#include <ql/experimental/inflation/cpicapfloortermpricesurface.hpp>
#include <ql/instruments/cpicapfloor.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>

Go to the source code of this file.

Classes
class	InterpolatingCPICapFloorEngine

Namespaces
namespace	QuantExt

Detailed Description

Extended version of the QuantLib engine, strike adjustment for seasoned CPI Cap/Floor pricing.

Definition in file cpicapfloorengines.hpp.