BlackCapFloorEngine Class Reference
[Cap/floor engines]

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

Inheritance diagram for BlackCapFloorEngine:

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List of all members.

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.