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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_black_cap_floor_engine.html">BlackCapFloorEngine</a></div>
<h1>BlackCapFloorEngine Class Reference<br>
<small>
[<a class="el" href="group__capfloorengines.html">Cap/floor engines</a>]</small>
</h1><!-- doxytag: class="QuantLib::BlackCapFloorEngine" --><!-- doxytag: inherits="QuantLib::CapFloor::engine" --><code>#include <ql/pricingengines/capfloor/blackcapfloorengine.hpp></code>
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Inheritance diagram for BlackCapFloorEngine:</div>
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<area shape="rect" href="class_quant_lib_1_1_cap_floor_1_1engine.html" title="base class for cap/floor engines" alt="" coords="52,7,116,33"></map>
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<a href="class_quant_lib_1_1_black_cap_floor_engine-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Black-formula cap/floor engine.
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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"><a class="anchor" name="235d0112fd839206d8df57f796a3260c"></a><!-- doxytag: member="QuantLib::BlackCapFloorEngine::BlackCapFloorEngine" ref="235d0112fd839206d8df57f796a3260c" args="(const Handle< YieldTermStructure > &termStructure, Volatility vol, const DayCounter &dc=Actual365Fixed())" -->
</td><td class="memItemRight" valign="bottom"><b>BlackCapFloorEngine</b> (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="group__types.html#gaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> vol, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a>())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c515f8945befdb0e178019999bad835a"></a><!-- doxytag: member="QuantLib::BlackCapFloorEngine::BlackCapFloorEngine" ref="c515f8945befdb0e178019999bad835a" args="(const Handle< YieldTermStructure > &termStructure, const Handle< Quote > &vol, const DayCounter &dc=Actual365Fixed())" -->
</td><td class="memItemRight" valign="bottom"><b>BlackCapFloorEngine</b> (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, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &vol, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_actual365_fixed.html">Actual365Fixed</a>())</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="54ce240d1511f464fbef419c07a07f85"></a><!-- doxytag: member="QuantLib::BlackCapFloorEngine::BlackCapFloorEngine" ref="54ce240d1511f464fbef419c07a07f85" args="(const Handle< YieldTermStructure > &discountCurve, const Handle< OptionletVolatilityStructure > &vol)" -->
</td><td class="memItemRight" valign="bottom"><b>BlackCapFloorEngine</b> (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> > &discountCurve, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html">OptionletVolatilityStructure</a> > &vol)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="10873979f635888606e03f9cb2d8a096"></a><!-- doxytag: member="QuantLib::BlackCapFloorEngine::calculate" ref="10873979f635888606e03f9cb2d8a096" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a6d8cf746064bbf8580d58fc2650d977"></a><!-- doxytag: member="QuantLib::BlackCapFloorEngine::termStructure" ref="a6d8cf746064bbf8580d58fc2650d977" args="()" -->
<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="memItemRight" valign="bottom"><b>termStructure</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="698565c572484702e3de037f903e329f"></a><!-- doxytag: member="QuantLib::BlackCapFloorEngine::volatility" ref="698565c572484702e3de037f903e329f" args="()" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a><br>
< <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html">OptionletVolatilityStructure</a> > </td><td class="memItemRight" valign="bottom"><b>volatility</b> ()</td></tr>
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