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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_analytic_cap_floor_engine.html">AnalyticCapFloorEngine</a> </li>
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<a href="#pub-methods">Public Member Functions</a> </div>
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<div class="title">AnalyticCapFloorEngine Class Reference<div class="ingroups"><a class="el" href="group__capfloorengines.html">Cap/floor engines</a></div></div> </div>
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<!-- doxytag: class="QuantLib::AnalyticCapFloorEngine" --><!-- doxytag: inherits="GenericModelEngine< AffineModel, CapFloor::arguments, CapFloor::results >" -->
<p>Analytic engine for cap/floor.
<a href="class_quant_lib_1_1_analytic_cap_floor_engine.html#details">More...</a></p>
<p><code>#include <ql/pricingengines/capfloor/analyticcapfloorengine.hpp></code></p>
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Inheritance diagram for AnalyticCapFloorEngine:</div>
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<map name="_analytic_cap_floor_engine_inherit__map" id="_analytic_cap_floor_engine_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_generic_model_engine.html" title="GenericModelEngine\< AffineModel, CapFloor::arguments, CapFloor::results \>" alt="" coords="5,6,472,37"/></map>
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<p><a href="class_quant_lib_1_1_analytic_cap_floor_engine-members.html">List of all members.</a></p>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_analytic_cap_floor_engine.html#a73c3763b5ee77387404bb4441f39af55">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" align="right" valign="top"><a class="anchor" id="a10873979f635888606e03f9cb2d8a096"></a><!-- doxytag: member="QuantLib::AnalyticCapFloorEngine::calculate" ref="a10873979f635888606e03f9cb2d8a096" args="() const " -->
void </td><td class="memItemRight" valign="bottom"><b>calculate</b> () const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Analytic engine for cap/floor. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a73c3763b5ee77387404bb4441f39af55"></a><!-- doxytag: member="QuantLib::AnalyticCapFloorEngine::AnalyticCapFloorEngine" ref="a73c3763b5ee77387404bb4441f39af55" 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>
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<td></td>
<td>)</td>
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<dl class="note"><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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