InflationCashFlowPricer Class Reference

Base class for CPI CashFLow and Coupon pricers. More...

#include <qle/cashflows/cpicouponpricer.hpp>

Inheritance diagram for InflationCashFlowPricer:

Public Member Functions
	InflationCashFlowPricer (const Handle< QuantLib::CPIVolatilitySurface > &vol=Handle< QuantLib::CPIVolatilitySurface >(), const Handle< YieldTermStructure > &yts=Handle< YieldTermStructure >())
Handle< QuantLib::CPIVolatilitySurface >	volatility ()
	Inspectors.
Handle< YieldTermStructure >	yieldCurve ()
QuantLib::ext::shared_ptr< PricingEngine >	engine ()

Observer interface
Handle< QuantLib::CPIVolatilitySurface >	vol_
Handle< YieldTermStructure >	yts_
QuantLib::ext::shared_ptr< PricingEngine >	engine_
virtual void	update () override

Detailed Description

Base class for CPI CashFLow and Coupon pricers.