BlackYoYInflationCouponPricer Class Reference

Black-formula pricer for capped/floored yoy inflation coupons. More...

#include <ql/cashflows/inflationcouponpricer.hpp>

Inheritance diagram for BlackYoYInflationCouponPricer:

List of all members.

Public Member Functions

 BlackYoYInflationCouponPricer (const Handle< YoYOptionletVolatilitySurface > &capletVol=Handle< YoYOptionletVolatilitySurface >())

Protected Member Functions

Real optionletPriceImp (Option::Type, Real strike, Real forward, Real stdDev) const


Detailed Description

Black-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.