QuantLib: Cap/floor engines

A free/open-source library for quantitative finance Reference manual - version 1.6

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Classes
Cap/floor engines
Pricing engines

## Classes
class | AnalyticCapFloorEngine
| Analytic engine for cap/floor. More...
class | BachelierCapFloorEngine
| Bachelier-Black-formula cap/floor engine. More...
class | BlackCapFloorEngine
| Black-formula cap/floor engine. More...
class | Gaussian1dCapFloorEngine
| Gaussian1d cap/floor engine. More...
class | MCHullWhiteCapFloorEngine< RNG, S >
| Monte Carlo Hull-White engine for cap/floors. More...
class | TreeCapFloorEngine
| Numerical lattice engine for cap/floors. More...

## Detailed Description