BlackCapFloorEngine Class Reference
[Cap/floor engines]

#include <ql/PricingEngines/CapFloor/blackcapfloorengine.hpp>

Inheritance diagram for BlackCapFloorEngine:

Inheritance graph
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List of all members.

Detailed Description

Black-formula cap/floor engine.


Public Member Functions

 BlackCapFloorEngine (const boost::shared_ptr< BlackModel > &model)
void calculate () const


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