InterpolatingCPICapFloorEngine Class Reference

#include <ql/experimental/inflation/cpicapfloorengines.hpp>

Inherits CPICapFloor::engine.

Public Member Functions
	InterpolatingCPICapFloorEngine (const Handle< CPICapFloorTermPriceSurface > &)
virtual void	calculate () const
virtual std::string	name () const
Public Member Functions inherited from GenericEngine< CPICapFloor::arguments, CPICapFloor::results >
PricingEngine::arguments *	getArguments () const
const PricingEngine::results *	getResults () const
void	reset ()
void	update ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< std::set < boost::shared_ptr < Observable > >::iterator, bool >	registerWith (const boost::shared_ptr< Observable > &)
Size	unregisterWith (const boost::shared_ptr< Observable > &)
void	unregisterWithAll ()

Protected Attributes
Handle < CPICapFloorTermPriceSurface >	priceSurf_
Protected Attributes inherited from GenericEngine< CPICapFloor::arguments, CPICapFloor::results >
CPICapFloor::arguments	arguments_
CPICapFloor::results	results_

Detailed Description

This engine only adds timing functionality (e.g. different lag) w.r.t. an existing interpolated price surface.