#include <ql/experimental/inflation/cpicapfloorengines.hpp>
Inherits CPICapFloor::engine.
Public Member Functions | |
InterpolatingCPICapFloorEngine (const Handle< CPICapFloorTermPriceSurface > &) | |
virtual void | calculate () const |
virtual std::string | name () const |
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PricingEngine::arguments * | getArguments () const |
const PricingEngine::results * | getResults () const |
void | reset () |
void | update () |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
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Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< std::set < boost::shared_ptr < Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
Protected Attributes | |
Handle < CPICapFloorTermPriceSurface > | priceSurf_ |
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CPICapFloor::arguments | arguments_ |
CPICapFloor::results | results_ |
This engine only adds timing functionality (e.g. different lag) w.r.t. an existing interpolated price surface.