- QuantLib
- InterpolatingCPICapFloorEngine
 
#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 | 
| Protected Attributes | |
| Handle < CPICapFloorTermPriceSurface > | priceSurf_ | 
This engine only adds timing functionality (e.g. different lag) w.r.t. an existing interpolated price surface.