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

Detailed Description
Market-model cap/floor engine.
- Bug:
- This engine is not yet working correctly (results are off the expected ones.)
Public Member Functions | |
MarketModelCapFloorEngine (const boost::shared_ptr< MarketModelFactory > &) | |
void | calculate () const |
void | update () |
Member Function Documentation
void update | ( | ) | [virtual] |
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.