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Reference manual - version qle_version
YoYPriceSurfaceFromVolatilities Class Reference

Public Member Functions

QuantLib::ext::shared_ptr< YoYCapFloorTermPriceSurfaceoperator() (const QuantLib::ext::shared_ptr< QuantLib::CapFloorTermVolSurface > &volSurface, const QuantLib::ext::shared_ptr< YoYInflationIndex > &index, const QuantLib::Handle< QuantLib::YieldTermStructure > &nominalTs, QuantLib::VolatilityType type, QuantLib::Real displacement)