Analytic engine for cap/floor. More...
#include <ql/pricingengines/capfloor/analyticcapfloorengine.hpp>
Public Member Functions | |
AnalyticCapFloorEngine (const boost::shared_ptr< AffineModel > &model, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >()) | |
void | calculate () const |
![]() | |
GenericModelEngine (const Handle< AffineModel > &model=Handle< AffineModel >()) | |
GenericModelEngine (const boost::shared_ptr< AffineModel > &model) | |
![]() | |
PricingEngine::arguments * | getArguments () const |
const PricingEngine::results * | getResults () const |
void | reset () |
void | update () |
![]() | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
![]() | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
void | registerWithObservables (const boost::shared_ptr< Observer > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
Additional Inherited Members | |
![]() | |
Handle< AffineModel > | model_ |
![]() | |
CapFloor::arguments | arguments_ |
CapFloor::results | results_ |
Analytic engine for cap/floor.
AnalyticCapFloorEngine | ( | const boost::shared_ptr< AffineModel > & | model, |
const Handle< YieldTermStructure > & | termStructure = Handle< YieldTermStructure >() |
||
) |