org.jquantlib.pricingengines.capfloor

Class BlackCapFloorEngine

java.lang.Object

org.jquantlib.pricingengines.capfloor.BlackCapFloorEngine

public class BlackCapFloorEngine
extends java.lang.Object

Constructor Summary

Constructors

Constructor and Description
BlackCapFloorEngine(Handle<YieldTermStructure> termStructureHandle, Handle<OptionletVolatilityStructure> vol)
BlackCapFloorEngine(Handle<YieldTermStructure> termStructureHandle, Handle<Quote> v, DayCounter dc)
BlackCapFloorEngine(Handle<YieldTermStructure> termStructureHandle, Volatility v, DayCounter dc)

Method Summary

Modifier and Type	Method and Description
void	calculate()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BlackCapFloorEngine

public BlackCapFloorEngine(Handle<YieldTermStructure> termStructureHandle,
                           Volatility v,
                           DayCounter dc)

BlackCapFloorEngine

public BlackCapFloorEngine(Handle<YieldTermStructure> termStructureHandle,
                           Handle<Quote> v,
                           DayCounter dc)

BlackCapFloorEngine

public BlackCapFloorEngine(Handle<YieldTermStructure> termStructureHandle,
                           Handle<OptionletVolatilityStructure> vol)

Method Detail

calculate

public void calculate()