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<title>QuantLib: AnalyticCapFloorEngine Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_analytic_cap_floor_engine.html">AnalyticCapFloorEngine</a></div>
<h1>AnalyticCapFloorEngine Class Reference<br>
<small>
[<a class="el" href="group__capfloorengines.html">Cap/floor engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::AnalyticCapFloorEngine" --><!-- doxytag: inherits="QuantLib::GenericModelEngine" --><code>#include <ql/pricingengines/capfloor/analyticcapfloorengine.hpp></code>
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Inheritance diagram for AnalyticCapFloorEngine:</div>
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<map name="_analytic_cap_floor_engine__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_generic_model_engine.html" title="Base class for some pricing engine on a particular model." alt="" coords="5,5,741,32"></map>
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<a href="class_quant_lib_1_1_analytic_cap_floor_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Analytic engine for cap/floor.
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_cap_floor_engine.html#73c3763b5ee77387404bb4441f39af55">AnalyticCapFloorEngine</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_affine_model.html">AffineModel</a> > &model, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &termStructure=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="10873979f635888606e03f9cb2d8a096"></a><!-- doxytag: member="QuantLib::AnalyticCapFloorEngine::calculate" ref="10873979f635888606e03f9cb2d8a096" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
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<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="73c3763b5ee77387404bb4441f39af55"></a><!-- doxytag: member="QuantLib::AnalyticCapFloorEngine::AnalyticCapFloorEngine" ref="73c3763b5ee77387404bb4441f39af55" args="(const boost::shared_ptr< AffineModel > &model, const Handle< YieldTermStructure > &termStructure=Handle< YieldTermStructure >())" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_analytic_cap_floor_engine.html">AnalyticCapFloorEngine</a> </td>
<td>(</td>
<td class="paramtype">const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_affine_model.html">AffineModel</a> > & </td>
<td class="paramname"> <em>model</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > & </td>
<td class="paramname"> <em>termStructure</em> = <code><a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >()</code></td><td> </td>
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<td>)</td>
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<dl class="note" compact><dt><b>Note:</b></dt><dd>the term structure is only needed when the short-rate model cannot provide one itself. </dd></dl>
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