YoYInflationBlackCapFloorEngine Class Reference

Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer) More...

#include <ql/pricingengines/inflation/inflationcapfloorengines.hpp>

Inheritance diagram for YoYInflationBlackCapFloorEngine:

List of all members.

Public Member Functions

 YoYInflationBlackCapFloorEngine (const boost::shared_ptr< YoYInflationIndex > &, const Handle< YoYOptionletVolatilitySurface > &)

Protected Member Functions

virtual Real optionletImpl (Option::Type, Real strike, Real forward, Real stdDev, Real d) const
 descendents only need to implement this

Detailed Description

Black-formula inflation cap/floor engine (standalone, i.e. no coupon pricer)