BlackYoYInflationCouponPricer Class Reference
Black-formula pricer for capped/floored yoy inflation coupons. More...
#include <ql/cashflows/inflationcouponpricer.hpp>
Inheritance diagram for BlackYoYInflationCouponPricer:

Public Member Functions | |
BlackYoYInflationCouponPricer (const Handle< YoYOptionletVolatilitySurface > &capletVol=Handle< YoYOptionletVolatilitySurface >()) | |
Protected Member Functions | |
Real | optionletPriceImp (Option::Type, Real strike, Real forward, Real stdDev) const |
Detailed Description
Black-formula pricer for capped/floored yoy inflation coupons.Member Function Documentation
Real optionletPriceImp | ( | Option::Type | , | |
Real | strike, | |||
Real | forward, | |||
Real | stdDev | |||
) | const [protected, virtual] |
usually only need implement this (of course they may need to re-implement initialize too ...)
Reimplemented from YoYInflationCouponPricer.