AnalyticCapFloorEngine Class Reference
[Cap/floor engines]

#include <ql/pricingengines/capfloor/analyticcapfloorengine.hpp>

Inheritance diagram for AnalyticCapFloorEngine:

Inheritance graph
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List of all members.

Detailed Description

Analytic engine for cap/floor.


Public Member Functions

 AnalyticCapFloorEngine (const boost::shared_ptr< AffineModel > &model)
void calculate () const