BlackCapFloorEngine Class Reference
[Cap/floor engines]
#include <ql/PricingEngines/CapFloor/blackcapfloorengine.hpp>
Inheritance diagram for BlackCapFloorEngine:

Detailed Description
Black-formula cap/floor engine.
Public Member Functions | |
BlackCapFloorEngine (const boost::shared_ptr< BlackModel > &model) | |
void | calculate () const |