C# Class QLNet.BlackYoYInflationCouponPricer

Inheritance: YoYInflationCouponPricer

Datei anzeigen Open project: ammachado/QLNet Class Usage Examples

Public Methods

Method	Description
BlackYoYInflationCouponPricer ( Handle capletVol )

Protected Methods

Method	Description
optionletPriceImp ( Option optionType, double effStrike, double forward, double stdDev ) : double

Method Details

BlackYoYInflationCouponPricer() public method

public BlackYoYInflationCouponPricer ( Handle capletVol )
capletVol	Handle

optionletPriceImp() protected method

protected optionletPriceImp ( Option optionType, double effStrike, double forward, double stdDev ) : double
optionType	Option
effStrike	double
forward	double
stdDev	double
return	double