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 Handle< Quote > &volatility, const DayCounter &dc=Actual365Fixed()) | |
BlackCapFloorEngine (const Handle< CapletVolatilityStructure > &) | |
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.