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

Public Member Functions | |
| BachelierYoYInflationCouponPricer (const Handle< YoYOptionletVolatilitySurface > &capletVol=Handle< YoYOptionletVolatilitySurface >()) | |
Protected Member Functions | |
| Real | optionletPriceImp (Option::Type, Real strike, Real forward, Real stdDev) const |
Detailed Description
Bachelier-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.