InterpolatingCPICapFloorEngine Class Reference

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

Inherits CPICapFloor::engine.

List of all members.

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.