InterpolatingCPICapFloorEngine Class Reference

#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
 
- Public Member Functions inherited from GenericEngine< CPICapFloor::arguments, CPICapFloor::results >
PricingEngine::arguments * getArguments () const
 
const PricingEngine::results * getResults () const
 
void reset ()
 
void update ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (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_
 
- Protected Attributes inherited from GenericEngine< CPICapFloor::arguments, CPICapFloor::results >
CPICapFloor::arguments arguments_
 
CPICapFloor::results results_
 

Detailed Description

This engine only adds timing functionality (e.g. different lag) w.r.t. an existing interpolated price surface.