QuantLib: InterpolatingCPICapFloorEngine Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | Protected Attributes | List of all members
InterpolatingCPICapFloorEngine Class Reference

`#include <ql/experimental/inflation/cpicapfloorengines.hpp>`

Inherits CPICapFloor::engine.

## Public Member Functions
| InterpolatingCPICapFloorEngine (const Handle< CPICapFloorTermPriceSurface > &)
virtual void | calculate () const
virtual std::string | name () const

## Protected Attributes
Handle< CPICapFloorTermPriceSurface > | priceSurf_

## Detailed Description

This engine only adds timing functionality (e.g. different lag) w.r.t. an existing interpolated price surface.