Cap valuation with the black formula in Java?

Posted by Tanvi Tiwari on
URL: http://quantlib.414.s1.nabble.com/Cap-valuation-with-the-black-formula-in-Java-tp16711.html

Hi everyone, quick question,

I have QuantLib for Java and would like to use it to value caps using the Black formula. Does anyone have any suggestions or know of a QuantLib class that can do this?

I found this code in C++ online, it seems to be the class I want. However, in the later versions of QuantLib and my Java wrapped QuantLib, I can't seem to find this class.

Any help would be greatly appreciated!

Thanks,

Tanvi

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