AnalyticCapFloorEngine Class Reference
[Cap/floor engines]
#include <ql/pricingengines/capfloor/analyticcapfloorengine.hpp>
Inheritance diagram for AnalyticCapFloorEngine:

Detailed Description
Analytic engine for cap/floor.
Public Member Functions | |
AnalyticCapFloorEngine (const boost::shared_ptr< AffineModel > &model) | |
void | calculate () const |