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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_cap_helper.html">CapHelper</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">CapHelper Class Reference</div> </div>
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<p>calibration helper for ATM cap
<a href="class_quant_lib_1_1_cap_helper.html#details">More...</a></p>
<p><code>#include <ql/models/shortrate/calibrationhelpers/caphelper.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for CapHelper:</div>
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<area shape="rect" title="calibration helper for ATM cap" alt="" coords="71,155,155,181"/>
<area shape="rect" href="class_quant_lib_1_1_black_calibration_helper.html" title="liquid Black76 market instrument used during calibration" alt="" coords="36,80,191,107"/>
<area shape="rect" href="class_quant_lib_1_1_lazy_object.html" title="Framework for calculation on demand and result caching." alt="" coords="5,5,93,32"/>
<area shape="rect" href="class_quant_lib_1_1_calibration_helper.html" title="abstract base class for calibration helpers" alt="" coords="117,5,240,32"/>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a669acb35b6f8ca4f418fd2e722acd32e"><td class="memItemLeft" align="right" valign="top"><a id="a669acb35b6f8ca4f418fd2e722acd32e"></a>
 </td><td class="memItemRight" valign="bottom"><b>CapHelper</b> (const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &length, 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> > &<a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a62a6d295d2edaaac74e994185745a6c5">volatility</a>, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &index, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> fixedLegFrequency, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &fixedLegDayCounter, bool includeFirstSwaplet, 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, BlackCalibrationHelper::CalibrationErrorType errorType=BlackCalibrationHelper::RelativePriceError, VolatilityType type=ShiftedLognormal, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0)</td></tr>
<tr class="separator:a669acb35b6f8ca4f418fd2e722acd32e"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae671359d3aac4c1ea7e32d2658572e51"><td class="memItemLeft" align="right" valign="top"><a id="ae671359d3aac4c1ea7e32d2658572e51"></a>
virtual void </td><td class="memItemRight" valign="bottom"><b>addTimesTo</b> (std::list< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times) const</td></tr>
<tr class="separator:ae671359d3aac4c1ea7e32d2658572e51"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac561125f4c60e708eac2f66f1d5e0e2b"><td class="memItemLeft" align="right" valign="top"><a id="ac561125f4c60e708eac2f66f1d5e0e2b"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_helper.html#ac561125f4c60e708eac2f66f1d5e0e2b">modelValue</a> () const</td></tr>
<tr class="memdesc:ac561125f4c60e708eac2f66f1d5e0e2b"><td class="mdescLeft"> </td><td class="mdescRight">returns the price of the instrument according to the model <br /></td></tr>
<tr class="separator:ac561125f4c60e708eac2f66f1d5e0e2b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a31d19869f6127bca922ca70f43ee4c99"><td class="memItemLeft" align="right" valign="top"><a id="a31d19869f6127bca922ca70f43ee4c99"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cap_helper.html#a31d19869f6127bca922ca70f43ee4c99">blackPrice</a> (<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> <a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a62a6d295d2edaaac74e994185745a6c5">volatility</a>) const</td></tr>
<tr class="memdesc:a31d19869f6127bca922ca70f43ee4c99"><td class="mdescLeft"> </td><td class="mdescRight">Black or Bachelier price given a volatility. <br /></td></tr>
<tr class="separator:a31d19869f6127bca922ca70f43ee4c99"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_black_calibration_helper"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_black_calibration_helper')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_black_calibration_helper.html">BlackCalibrationHelper</a></td></tr>
<tr class="memitem:a4bae50f362acdc0a3d8ea5bc399f84b3 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a4bae50f362acdc0a3d8ea5bc399f84b3"></a>
 </td><td class="memItemRight" valign="bottom"><b>BlackCalibrationHelper</b> (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> > &<a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a62a6d295d2edaaac74e994185745a6c5">volatility</a>, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0)</td></tr>
<tr class="separator:a4bae50f362acdc0a3d8ea5bc399f84b3 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7061a0c089ad65341363ebbf9f8b59df inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top">QL_DEPRECATED </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a7061a0c089ad65341363ebbf9f8b59df">BlackCalibrationHelper</a> (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> > &<a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a62a6d295d2edaaac74e994185745a6c5">volatility</a>, 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, CalibrationErrorType calibrationErrorType=RelativePriceError, const VolatilityType type=ShiftedLognormal, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> shift=0.0)</td></tr>
<tr class="separator:a7061a0c089ad65341363ebbf9f8b59df inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a62a6d295d2edaaac74e994185745a6c5 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a62a6d295d2edaaac74e994185745a6c5"></a>
<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> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a62a6d295d2edaaac74e994185745a6c5">volatility</a> () const</td></tr>
<tr class="memdesc:a62a6d295d2edaaac74e994185745a6c5 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility <a class="el" href="class_quant_lib_1_1_handle.html" title="Shared handle to an observable.">Handle</a> <br /></td></tr>
<tr class="separator:a62a6d295d2edaaac74e994185745a6c5 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab95b24d256542f56472b2b4c63cde369 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="ab95b24d256542f56472b2b4c63cde369"></a>
VolatilityType </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#ab95b24d256542f56472b2b4c63cde369">volatilityType</a> () const</td></tr>
<tr class="memdesc:ab95b24d256542f56472b2b4c63cde369 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="mdescLeft"> </td><td class="mdescRight">returns the volatility type <br /></td></tr>
<tr class="separator:ab95b24d256542f56472b2b4c63cde369 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a84707afd5daad554c881113bb5992ee8 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a84707afd5daad554c881113bb5992ee8"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a84707afd5daad554c881113bb5992ee8">marketValue</a> () const</td></tr>
<tr class="memdesc:a84707afd5daad554c881113bb5992ee8 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="mdescLeft"> </td><td class="mdescRight">returns the actual price of the instrument (from volatility) <br /></td></tr>
<tr class="separator:a84707afd5daad554c881113bb5992ee8 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6339c67e58080554016f3288898f488d inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a6339c67e58080554016f3288898f488d"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a6339c67e58080554016f3288898f488d">calibrationError</a> ()</td></tr>
<tr class="memdesc:a6339c67e58080554016f3288898f488d inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="mdescLeft"> </td><td class="mdescRight">returns the error resulting from the model valuation <br /></td></tr>
<tr class="separator:a6339c67e58080554016f3288898f488d inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3acf1af4dcbe47c632e7a6f372638ada inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a3acf1af4dcbe47c632e7a6f372638ada"></a>
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_black_calibration_helper.html#a3acf1af4dcbe47c632e7a6f372638ada">impliedVolatility</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> targetValue, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> accuracy, <a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> maxEvaluations, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> minVol, <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> maxVol) const</td></tr>
<tr class="memdesc:a3acf1af4dcbe47c632e7a6f372638ada inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="mdescLeft"> </td><td class="mdescRight">Black volatility implied by the model. <br /></td></tr>
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<tr class="memitem:aaf652d86369175fb89a7f4719a9d0c80 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="aaf652d86369175fb89a7f4719a9d0c80"></a>
void </td><td class="memItemRight" valign="bottom"><b>setPricingEngine</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > &engine)</td></tr>
<tr class="separator:aaf652d86369175fb89a7f4719a9d0c80 inherit pub_methods_class_quant_lib_1_1_black_calibration_helper"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a467a786be42a2165aa15a26709674547">recalculate</a> ()</td></tr>
<tr class="separator:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">freeze</a> ()</td></tr>
<tr class="separator:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a26c02da24a82bc72024a8e8d48af0fca">unfreeze</a> ()</td></tr>
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<tr class="memitem:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a2ee394ca135f85485023ce3dc037149c">alwaysForwardNotifications</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_black_calibration_helper"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_black_calibration_helper')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_black_calibration_helper.html">BlackCalibrationHelper</a></td></tr>
<tr class="memitem:a34370195c7123743b79df0fbedd9e033 inherit pub_types_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a34370195c7123743b79df0fbedd9e033"></a>enum  </td><td class="memItemRight" valign="bottom"><b>CalibrationErrorType</b> { <b>RelativePriceError</b>,
<b>PriceError</b>,
<b>ImpliedVolError</b>
}</td></tr>
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<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:a082ff96da379d5e17436372ccb3c0972 inherit pro_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a082ff96da379d5e17436372ccb3c0972">calculate</a> () const</td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_black_calibration_helper"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_black_calibration_helper')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_black_calibration_helper.html">BlackCalibrationHelper</a></td></tr>
<tr class="memitem:a371bd616cf2cbbac47b0e6263fd6d79f inherit pro_attribs_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a371bd616cf2cbbac47b0e6263fd6d79f"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>marketValue_</b></td></tr>
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<tr class="memitem:a14cc04bf8608e1205f4796cbb54fd7f5 inherit pro_attribs_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a14cc04bf8608e1205f4796cbb54fd7f5"></a>
<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> > </td><td class="memItemRight" valign="bottom"><b>volatility_</b></td></tr>
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<tr class="memitem:accfb2e6f0d4ec3fb0789e250aa3295ca inherit pro_attribs_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="accfb2e6f0d4ec3fb0789e250aa3295ca"></a>
<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>
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<tr class="memitem:aa9d7ce6401763605e75b3714481c1057 inherit pro_attribs_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="aa9d7ce6401763605e75b3714481c1057"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_pricing_engine.html">PricingEngine</a> > </td><td class="memItemRight" valign="bottom"><b>engine_</b></td></tr>
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<tr class="memitem:aa7a35418d73094c674732ff122cfd59d inherit pro_attribs_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="aa7a35418d73094c674732ff122cfd59d"></a>
const VolatilityType </td><td class="memItemRight" valign="bottom"><b>volatilityType_</b></td></tr>
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<tr class="memitem:a19899a40410ced3f132a14026850c122 inherit pro_attribs_class_quant_lib_1_1_black_calibration_helper"><td class="memItemLeft" align="right" valign="top"><a id="a19899a40410ced3f132a14026850c122"></a>
const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>shift_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="abcf8c3b096b3eea8688019abe7180471"></a>
bool </td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
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<tr class="memitem:a72e3e9b2ee0ed5ab8aa688b9422d8138 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="a72e3e9b2ee0ed5ab8aa688b9422d8138"></a>
bool </td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
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<tr class="memitem:a52b368dcda2c9e791f5a8fc63de3c510 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="a52b368dcda2c9e791f5a8fc63de3c510"></a>
bool </td><td class="memItemRight" valign="bottom"><b>alwaysForward_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>calibration helper for ATM cap </p>
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