AnalyticalCapFloor Class Reference

#include <ql/PricingEngines/CapFloor/analyticalcapfloor.hpp>

Inheritance diagram for AnalyticalCapFloor:

Inheritance graph
[legend]
List of all members.

Detailed Description

Analytical pricer for cap/floor.


Public Member Functions

 AnalyticalCapFloor (const Handle< AffineModel > &model)
void calculate () const


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen