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

 Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb
 Copyright (C) 2006 StatPro Italia srl

 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_hpp
#define quantlib_pricers_black_capfloor_hpp

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

namespace QuantLib {

    //! Black-formula cap/floor engine
    /*! \ingroup capfloorengines */
00036     class BlackCapFloorEngine : public CapFloor::engine,
                                public Observer {
        /*! \deprecated use one of the other constructors */
        BlackCapFloorEngine(const boost::shared_ptr<BlackModel>&);
        BlackCapFloorEngine(const Handle<Quote>& volatility);
        BlackCapFloorEngine(const Handle<CapletVolatilityStructure>&);
        void calculate() const;
        void update();
        Handle<CapletVolatilityStructure> volatility_;
        boost::shared_ptr<BlackModel> blackModel_;
        Real capletValue(Rate forward,
                         Rate strike,
                         Real variance) const;
        Real floorletValue(Rate forward,
                           Rate strike,
                           Real variance) const;



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