BlackCapFloorEngine Class Reference
[Cap/floor engines]
#include <ql/PricingEngines/CapFloor/blackcapfloorengine.hpp>
Inheritance diagram for BlackCapFloorEngine:

Detailed Description
Black-formula cap/floor engine.
Public Member Functions | |
| BlackCapFloorEngine (const Handle< Quote > &volatility) | |
| 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.