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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file blackcapfloorengine.hpp
    \brief Black-formula cap/floor engine

#ifndef quantlib_pricers_black_capfloor_h
#define quantlib_pricers_black_capfloor_h

#include <ql/Instruments/capfloor.hpp>
#include <ql/PricingEngines/blackmodel.hpp>
#include <ql/PricingEngines/genericmodelengine.hpp>

namespace QuantLib {

    //! Black-formula cap/floor engine
    /*! \ingroup capfloorengines */
00035     class BlackCapFloorEngine : public GenericModelEngine<BlackModel,
                                                          CapFloor::results> {
        BlackCapFloorEngine(const boost::shared_ptr<BlackModel>& model)
        : GenericModelEngine<BlackModel,
                             CapFloor::results>(model) {}
        void calculate() const;
        Real capletValue(Time start, Rate forward,
                         Rate strike, Volatility vol) const;
        Real floorletValue(Time start, Rate forward,
                           Rate strike, Volatility vol) const;



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